-28.0%
CMCSA vs DPZ
-5.8%
-22.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.7% | +3.7% | -1.0% | +1.8% |
| 30D | +18.6% | +8.0% | +10.6% | +16.5% |
| 3M | -1.8% | -4.2% | +2.3% | -1.1% |
| 6M | -0.7% | +4.6% | -5.3% | -1.7% |
| YTD | -7.8% | -18.4% | +10.6% | -5.0% |
| 1Y | +0.7% | -16.8% | +17.5% | +3.5% |
| 3Y | -28.0% | -5.0% | -22.9% | -29.7% |
| All | -28.0% | -5.8% | -22.2% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling