+331.1%
AMD vs DPZ
-9.3%
+340.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.0% |
| 7D | +2.6% | -2.5% | +5.1% | +3.0% |
| 30D | -0.9% | -7.0% | +6.0% | +0.4% |
| 3M | -8.7% | +11.6% | -20.3% | -12.2% |
| 6M | +136.3% | -15.2% | +151.5% | +150.0% |
| YTD | +123.0% | -17.2% | +140.2% | +138.0% |
| 1Y | +195.2% | -24.8% | +220.0% | +227.9% |
| All | +331.1% | -9.3% | +340.4% | +317.0% |
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