+10.3%
ADM vs DPZ
-4.7%
+15.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.5% |
| 7D | +4.2% | +2.2% | +2.0% | +4.0% |
| 30D | -12.8% | +15.5% | -28.3% | -13.8% |
| 3M | -8.5% | -2.0% | -6.5% | -8.3% |
| 6M | -10.9% | +12.1% | -23.1% | -12.3% |
| YTD | +29.4% | -16.6% | +46.0% | +32.6% |
| 1Y | +27.5% | -14.6% | +42.1% | +30.2% |
| 3Y | +10.3% | -4.1% | +14.5% | +7.2% |
| All | +10.3% | -4.7% | +15.1% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling