+937.0%
AAOI vs DPZ
+450.1%
+487.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.8% |
| 7D | +2.9% | -8.6% | +11.5% | +6.3% |
| 30D | -23.1% | -11.2% | -11.9% | -20.1% |
| 3M | -41.0% | +1.4% | -42.4% | -42.8% |
| 6M | -14.3% | -19.9% | +5.6% | -9.4% |
| YTD | +196.3% | -23.0% | +219.3% | +217.6% |
| 1Y | +272.6% | -28.2% | +300.8% | +308.4% |
| 3Y | +775.3% | -14.2% | +789.5% | +779.3% |
| 5Y | +1,290.2% | -33.4% | +1,323.6% | +1,439.7% |
| 10Y | +426.2% | +143.8% | +282.4% | +170.0% |
| All | +937.0% | +450.1% | +487.0% | +212.7% |
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