-42.1%
CMCSA vs DPZ
-27.1%
-15.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.7% |
| 7D | +5.0% | +6.6% | -1.5% | +3.4% |
| 30D | +16.5% | +10.3% | +6.2% | +13.7% |
| 3M | -1.6% | -6.2% | +4.6% | -0.2% |
| 6M | -5.0% | +4.2% | -9.3% | -6.1% |
| YTD | -8.3% | -18.4% | +10.1% | -4.5% |
| 1Y | +0.4% | -14.9% | +15.3% | +3.5% |
| 3Y | -31.0% | -4.6% | -26.3% | -32.5% |
| All | -42.1% | -27.1% | -15.0% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling