+503.8%
BMY vs DPZ
+5,339.6%
-4,835.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.4% | +3.7% | -5.1% | -1.9% |
| 30D | +5.1% | +8.0% | -2.9% | +4.0% |
| 3M | -3.0% | -4.2% | +1.2% | -2.5% |
| 6M | +13.1% | +4.6% | +8.5% | +12.0% |
| YTD | +20.3% | -18.4% | +38.7% | +23.3% |
| 1Y | +39.0% | -16.8% | +55.8% | +42.0% |
| 3Y | +42.0% | -5.0% | +47.0% | +40.5% |
| 5Y | +28.5% | -27.8% | +56.3% | +30.7% |
| 10Y | +57.5% | +121.1% | -63.5% | +29.6% |
| All | +503.8% | +5,339.6% | -4,835.8% | +208.9% |
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