+69.6%
OTIS vs DPZ
+19.3%
+50.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.3% |
| 7D | -2.2% | -7.3% | +5.1% | -0.8% |
| 30D | -4.3% | -7.6% | +3.3% | -3.0% |
| 3M | -2.2% | +1.8% | -4.0% | -2.7% |
| 6M | -19.9% | -21.8% | +1.9% | -16.6% |
| YTD | -19.3% | -22.0% | +2.7% | -16.0% |
| 1Y | -19.6% | -28.6% | +9.0% | -15.0% |
| 3Y | -11.5% | -13.1% | +1.6% | -10.5% |
| 5Y | -16.8% | -33.2% | +16.4% | -16.4% |
| All | +69.6% | +19.3% | +50.2% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling