+5.4%
OXY vs DPZ
+145.4%
-140.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | +0.9% | -8.6% | +9.5% | +1.5% |
| 30D | +3.6% | -11.2% | +14.8% | +4.3% |
| 3M | +7.1% | +1.4% | +5.7% | +6.8% |
| 6M | +15.7% | -19.9% | +35.6% | +17.2% |
| YTD | +50.1% | -23.0% | +73.2% | +52.6% |
| 1Y | +34.1% | -28.2% | +62.3% | +36.9% |
| 3Y | -1.5% | -14.2% | +12.7% | -0.7% |
| 5Y | +162.0% | -33.4% | +195.4% | +162.4% |
| All | +5.4% | +145.4% | -140.0% | -8.7% |
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