+113.3%
CSCO vs DPZ
-28.9%
+142.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.8% |
| 7D | -0.7% | -2.5% | +1.9% | -0.3% |
| 30D | -10.1% | -7.0% | -3.2% | -9.3% |
| 3M | -15.7% | +11.6% | -27.3% | -17.5% |
| 6M | +36.3% | -15.2% | +51.4% | +40.2% |
| YTD | +43.8% | -17.2% | +61.1% | +48.5% |
| 1Y | +63.9% | -24.8% | +88.8% | +72.5% |
| 3Y | +104.4% | -8.7% | +113.0% | +102.3% |
| All | +113.3% | -28.9% | +142.2% | +127.3% |
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