+830.7%
ABT vs DPZ
+5,417.8%
-4,587.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -3.7% | -2.5% | -1.1% | -3.3% |
| 30D | +2.5% | -7.0% | +9.4% | +3.6% |
| 3M | +20.2% | +11.6% | +8.6% | +18.0% |
| 6M | -2.9% | -15.2% | +12.2% | -0.8% |
| YTD | -11.9% | -17.2% | +5.3% | -9.7% |
| 1Y | -16.5% | -24.8% | +8.3% | -13.3% |
| 3Y | +12.1% | -8.7% | +20.8% | +11.9% |
| 5Y | -7.4% | -28.9% | +21.5% | -5.2% |
| 10Y | +210.7% | +153.6% | +57.1% | +159.8% |
| All | +830.7% | +5,417.8% | -4,587.0% | +419.7% |
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