+5.5%
OXY vs DPZ
+11.8%
-6.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +1.1% |
| 7D | +4.2% | +2.2% | +2.0% | +4.6% |
| 30D | -4.3% | +15.5% | -19.8% | -2.1% |
| 3M | +2.3% | -2.0% | +4.3% | +2.4% |
| 6M | +5.5% | +12.1% | -6.6% | +7.5% |
| All | +5.5% | +11.8% | -6.2% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling