+0.5%
AXON vs DPZ
+4.9%
-4.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.3% | -10.1% | -9.9% |
| 7D | -12.7% | +9.5% | -22.2% | -16.7% |
| 30D | -8.6% | +12.8% | -21.4% | -14.4% |
| 3M | -37.2% | -6.2% | -31.0% | -34.2% |
| 6M | +0.5% | +4.3% | -3.7% | +5.3% |
| All | +0.5% | +4.9% | -4.4% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling