+196.6%
AMD vs DPZ
-27.3%
+223.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.3% | -17.5% | -17.4% |
| 7D | -28.6% | +9.5% | -38.1% | -30.8% |
| 30D | -37.7% | +12.8% | -50.5% | -40.4% |
| 3M | -16.1% | -6.2% | -9.9% | -14.8% |
| 6M | +13.8% | +4.3% | +9.6% | +9.0% |
| YTD | +88.8% | -16.6% | +105.4% | +100.2% |
| 1Y | +57.8% | -12.8% | +70.6% | +62.6% |
| 3Y | +260.3% | -0.8% | +261.1% | +231.5% |
| 5Y | +196.6% | -25.8% | +222.4% | +218.6% |
| All | +196.6% | -27.3% | +223.9% | +218.6% |
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