0.0%
CMCSA vs DPZ
-16.8%
+16.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.4% |
| 7D | -0.6% | -2.5% | +1.9% | +0.3% |
| 30D | +18.8% | +12.5% | +6.2% | +14.0% |
| 3M | -1.1% | -5.2% | +4.1% | +0.4% |
| 6M | +2.5% | +8.8% | -6.2% | +0.2% |
| YTD | -6.7% | -18.7% | +11.9% | -1.4% |
| 1Y | 0.0% | -15.7% | +15.6% | +3.8% |
| All | 0.0% | -16.8% | +16.7% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling