+3.2%
CMCSA vs DPZ
+134.3%
-131.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | -0.6% | -2.5% | +1.9% | -0.1% |
| 30D | +18.8% | +12.5% | +6.2% | +16.0% |
| 3M | -1.1% | -5.2% | +4.1% | -0.1% |
| 6M | +2.5% | +8.8% | -6.2% | +0.7% |
| YTD | -6.7% | -18.7% | +11.9% | -3.3% |
| 1Y | 0.0% | -15.7% | +15.6% | +2.9% |
| 3Y | -28.9% | -7.5% | -21.4% | -29.2% |
| 5Y | -41.1% | -30.1% | -11.1% | -39.5% |
| All | +3.2% | +134.3% | -131.0% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling