+16.6%
OXY vs DPZ
+134.3%
-117.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.9% |
| 7D | +3.6% | -2.5% | +6.1% | +3.8% |
| 30D | -5.3% | +12.5% | -17.8% | -6.0% |
| 3M | +0.2% | -5.2% | +5.4% | +0.4% |
| 6M | +4.7% | +8.8% | -4.0% | +3.9% |
| YTD | +44.0% | -18.7% | +62.7% | +45.7% |
| 1Y | +42.1% | -15.7% | +57.7% | +43.3% |
| 3Y | +1.2% | -7.5% | +8.7% | +1.5% |
| 5Y | +95.7% | -30.1% | +125.8% | +95.0% |
| All | +16.6% | +134.3% | -117.7% | +8.9% |
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