+854.9%
ABT vs DPZ
+5,272.5%
-4,417.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +1.0% | +2.2% | -1.2% | +0.7% |
| 30D | +11.6% | +6.7% | +4.9% | +10.5% |
| 3M | +2.3% | -4.5% | +6.8% | +3.0% |
| 6M | +32.7% | +3.3% | +29.4% | +31.8% |
| YTD | -9.6% | -19.4% | +9.8% | -7.1% |
| 1Y | -10.1% | -17.3% | +7.2% | -7.9% |
| 3Y | +25.2% | -8.4% | +33.6% | +25.0% |
| 5Y | -4.5% | -28.2% | +23.7% | -2.3% |
| 10Y | +228.3% | +130.9% | +97.4% | +178.2% |
| All | +854.9% | +5,272.5% | -4,417.6% | +435.1% |
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 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