-2.3%
OXY vs DPZ
-10.0%
+7.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.1% |
| 7D | -0.5% | -1.5% | +1.0% | -0.4% |
| 30D | +8.5% | -4.4% | +12.9% | +8.8% |
| 3M | +6.0% | +7.6% | -1.6% | +4.8% |
| 6M | +13.0% | -16.9% | +29.9% | +15.6% |
| YTD | +48.9% | -18.6% | +67.5% | +52.6% |
| 1Y | +36.4% | -26.7% | +63.1% | +41.8% |
| 3Y | -2.3% | -9.3% | +7.0% | +0.1% |
| All | -2.3% | -10.0% | +7.7% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling