+988.9%
ADBE vs DPZ
+5,248.7%
-4,259.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -4.4% | -3.5% | -0.8% | -3.2% |
| 30D | -0.2% | +5.7% | -5.9% | -2.1% |
| 3M | -9.9% | -7.5% | -2.4% | -7.7% |
| 6M | -3.5% | +6.2% | -9.7% | -5.8% |
| YTD | -32.1% | -19.8% | -12.3% | -27.6% |
| 1Y | -28.7% | -18.0% | -10.7% | -24.6% |
| 3Y | -60.2% | -8.8% | -51.4% | -60.4% |
| 5Y | -63.1% | -30.2% | -32.9% | -60.4% |
| 10Y | +129.2% | +132.0% | -2.8% | +57.3% |
| All | +988.9% | +5,248.7% | -4,259.8% | +113.6% |
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 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