+166.0%
CVX vs DPZ
-30.2%
+196.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.7% |
| 7D | -0.6% | -1.5% | +0.9% | -0.5% |
| 30D | +13.4% | -4.4% | +17.9% | +13.8% |
| 3M | +11.8% | +7.6% | +4.2% | +10.9% |
| 6M | +12.4% | -16.9% | +29.4% | +14.1% |
| YTD | +41.5% | -18.6% | +60.1% | +43.7% |
| 1Y | +41.6% | -26.7% | +68.3% | +45.3% |
| 3Y | +42.2% | -9.3% | +51.6% | +42.2% |
| 5Y | +166.0% | -31.0% | +197.0% | +162.0% |
| All | +166.0% | -30.2% | +196.1% | +162.0% |
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