+209.7%
ABT vs DPZ
+143.2%
+66.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.5% |
| 7D | -4.7% | -7.3% | +2.5% | -3.4% |
| 30D | -3.1% | -7.6% | +4.5% | -1.7% |
| 3M | +16.1% | +1.8% | +14.3% | +15.6% |
| 6M | -5.3% | -21.8% | +16.5% | -1.3% |
| YTD | -14.4% | -22.0% | +7.6% | -10.9% |
| 1Y | -18.4% | -28.6% | +10.2% | -13.7% |
| 3Y | +11.2% | -13.1% | +24.3% | +11.7% |
| 5Y | -9.4% | -33.2% | +23.8% | -6.0% |
| 10Y | +209.7% | +147.0% | +62.7% | +153.6% |
| All | +209.7% | +143.2% | +66.6% | +153.6% |
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