+936.7%
AXP vs DPZ
+5,417.8%
-4,481.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | -2.1% | -2.5% | +0.4% | -1.3% |
| 30D | -6.5% | -7.0% | +0.4% | -4.5% |
| 3M | +4.6% | +11.6% | -7.0% | +0.5% |
| 6M | +5.4% | -15.2% | +20.6% | +10.0% |
| YTD | -11.1% | -17.2% | +6.1% | -6.9% |
| 1Y | -0.3% | -24.8% | +24.5% | +7.6% |
| 3Y | +111.6% | -8.7% | +120.2% | +110.0% |
| 5Y | +117.6% | -28.9% | +146.5% | +128.5% |
| 10Y | +474.1% | +153.6% | +320.5% | +245.6% |
| All | +936.7% | +5,417.8% | -4,481.1% | +73.0% |
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 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