-5.5%
ADSK vs DPZ
-12.8%
+7.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.5% | -1.2% |
| 7D | -14.5% | -7.3% | -7.2% | -12.2% |
| 30D | -19.3% | -7.6% | -11.7% | -17.2% |
| 3M | -7.8% | +1.8% | -9.6% | -8.8% |
| 6M | -20.8% | -21.8% | +1.1% | -14.9% |
| YTD | -30.2% | -22.0% | -8.2% | -25.1% |
| 1Y | -36.5% | -28.6% | -7.9% | -29.9% |
| All | -5.5% | -12.8% | +7.3% | -5.8% |
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 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