+343.2%
OXY vs DPZ
+5,462.3%
-5,119.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.1% |
| 7D | +4.2% | +2.2% | +2.0% | +3.7% |
| 30D | -4.3% | +15.5% | -19.8% | -7.2% |
| 3M | +2.3% | -2.0% | +4.3% | +2.3% |
| 6M | +5.5% | +12.1% | -6.6% | +2.2% |
| YTD | +44.9% | -16.6% | +61.5% | +48.5% |
| 1Y | +42.6% | -14.6% | +57.2% | +45.4% |
| 3Y | +0.7% | -4.1% | +4.9% | -1.2% |
| 5Y | +96.9% | -28.3% | +125.2% | +101.3% |
| 10Y | +18.8% | +141.3% | -122.5% | -16.6% |
| All | +343.2% | +5,462.3% | -5,119.1% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling