+784.3%
ADM vs DPZ
+5,417.8%
-4,633.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +3.8% | -2.5% | +6.3% | +4.3% |
| 30D | +9.8% | -7.0% | +16.7% | +11.1% |
| 3M | +2.1% | +11.6% | -9.5% | -0.4% |
| 6M | +27.5% | -15.2% | +42.7% | +30.6% |
| YTD | +50.2% | -17.2% | +67.5% | +54.4% |
| 1Y | +40.6% | -24.8% | +65.4% | +47.1% |
| 3Y | +17.2% | -8.7% | +25.9% | +16.5% |
| 5Y | +61.9% | -28.9% | +90.8% | +66.0% |
| 10Y | +159.3% | +153.6% | +5.6% | +94.5% |
| All | +784.3% | +5,417.8% | -4,633.5% | +215.2% |
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 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