-24.5%
ADSK vs DPZ
-34.6%
+10.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.1% |
| 7D | -2.5% | -8.6% | +6.1% | +1.1% |
| 30D | -14.9% | -11.9% | -3.0% | -10.6% |
| 3M | +3.3% | +0.4% | +2.9% | +2.6% |
| 6M | -15.7% | -19.9% | +4.2% | -8.6% |
| YTD | -28.2% | -24.4% | -3.8% | -20.6% |
| 1Y | -34.5% | -30.4% | -4.1% | -25.2% |
| 3Y | -2.9% | -17.4% | +14.5% | -0.3% |
| All | -24.5% | -34.6% | +10.1% | -10.4% |
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