+119.7%
AXP vs DPZ
-1.0%
+120.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +0.4% | +9.5% | -9.1% | -1.6% |
| 30D | +7.0% | +12.8% | -5.8% | +4.2% |
| 3M | -6.6% | -6.2% | -0.4% | -5.5% |
| 6M | +3.5% | +4.3% | -0.8% | +2.1% |
| YTD | -11.2% | -16.6% | +5.4% | -8.0% |
| 1Y | -10.2% | -12.8% | +2.7% | -8.2% |
| All | +119.7% | -1.0% | +120.7% | +120.4% |
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 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