+497.0%
ABBV vs DPZ
+143.2%
+353.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.0% | +1.5% |
| 7D | -4.1% | -7.3% | +3.1% | -3.1% |
| 30D | +1.2% | -7.6% | +8.8% | +2.3% |
| 3M | +12.1% | +1.8% | +10.3% | +11.5% |
| 6M | +12.0% | -21.8% | +33.8% | +15.8% |
| YTD | +12.4% | -22.0% | +34.4% | +16.1% |
| 1Y | +22.9% | -28.6% | +51.6% | +28.6% |
| 3Y | +86.8% | -13.1% | +99.8% | +88.2% |
| 5Y | +181.0% | -33.2% | +214.2% | +190.4% |
| 10Y | +497.0% | +147.0% | +350.0% | +377.1% |
| All | +497.0% | +143.2% | +353.8% | +377.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling