+37.5%
CVX vs DPZ
-25.6%
+63.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.3% |
| 7D | +3.3% | -2.5% | +5.9% | +3.3% |
| 30D | +12.9% | -7.0% | +19.8% | +12.9% |
| 3M | +11.7% | +11.6% | +0.1% | +11.4% |
| 6M | +14.1% | -15.2% | +29.3% | +14.3% |
| YTD | +40.7% | -17.2% | +57.9% | +40.2% |
| 1Y | +37.5% | -24.8% | +62.3% | +34.1% |
| All | +37.5% | -25.6% | +63.1% | +34.1% |
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