-9.9%
ABT vs DPZ
-30.2%
+20.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.2% |
| 7D | -3.1% | -1.5% | -1.7% | -2.8% |
| 30D | -2.1% | -4.4% | +2.3% | -1.2% |
| 3M | +17.4% | +7.6% | +9.8% | +15.5% |
| 6M | -2.4% | -16.9% | +14.6% | +0.7% |
| YTD | -14.2% | -18.6% | +4.4% | -11.3% |
| 1Y | -18.3% | -26.7% | +8.3% | -13.9% |
| 3Y | +11.5% | -9.3% | +20.8% | +10.4% |
| 5Y | -9.9% | -31.0% | +21.1% | -4.2% |
| All | -9.9% | -30.2% | +20.3% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling