+49.1%
ADP vs DPZ
-29.5%
+78.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +0.3% | -2.5% | +2.7% | +0.9% |
| 30D | +11.6% | +12.5% | -0.9% | +8.3% |
| 3M | +15.1% | -5.2% | +20.3% | +16.4% |
| 6M | +46.0% | +8.8% | +37.3% | +42.6% |
| YTD | +22.4% | -18.7% | +41.0% | +27.4% |
| 1Y | +24.5% | -15.7% | +40.2% | +28.4% |
| 3Y | +44.8% | -7.5% | +52.3% | +42.0% |
| 5Y | +49.1% | -30.1% | +79.2% | +62.8% |
| All | +49.1% | -29.5% | +78.6% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling