+936.1%
AXP vs DPZ
+5,460.8%
-4,524.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +0.4% | +9.5% | -9.1% | -2.5% |
| 30D | +7.0% | +12.8% | -5.8% | +2.9% |
| 3M | -6.6% | -6.2% | -0.4% | -5.0% |
| 6M | +3.5% | +4.3% | -0.8% | +1.2% |
| YTD | -11.2% | -16.6% | +5.4% | -7.3% |
| 1Y | -10.2% | -12.8% | +2.7% | -7.7% |
| 3Y | +120.0% | -0.8% | +120.9% | +112.6% |
| 5Y | +95.6% | -25.8% | +121.4% | +102.7% |
| 10Y | +468.1% | +130.9% | +337.3% | +254.6% |
| All | +936.1% | +5,460.8% | -4,524.7% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling