+161.6%
OXY vs DPZ
-34.0%
+195.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.2% | +1.5% |
| 7D | +0.6% | -7.3% | +7.9% | +1.4% |
| 30D | +4.5% | -7.6% | +12.1% | +5.3% |
| 3M | +8.9% | +1.8% | +7.1% | +8.2% |
| 6M | +12.5% | -21.8% | +34.3% | +15.6% |
| YTD | +50.5% | -22.0% | +72.5% | +54.7% |
| 1Y | +38.6% | -28.6% | +67.2% | +44.1% |
| 3Y | -1.2% | -13.1% | +11.8% | -0.3% |
| 5Y | +161.6% | -33.2% | +194.9% | +159.4% |
| All | +161.6% | -34.0% | +195.6% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling