-19.0%
ADSK vs DPZ
-28.5%
+9.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +0.8% |
| 7D | +1.0% | +2.2% | -1.2% | +0.1% |
| 30D | +14.4% | +15.5% | -1.1% | +7.8% |
| 3M | +2.5% | -2.0% | +4.5% | +3.1% |
| 6M | +14.5% | +12.1% | +2.3% | +8.6% |
| YTD | -10.7% | -16.6% | +5.9% | -5.0% |
| 1Y | -11.0% | -14.6% | +3.6% | -6.4% |
| 3Y | +25.9% | -4.1% | +30.0% | +21.2% |
| All | -19.0% | -28.5% | +9.6% | -10.3% |
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