+930.9%
CVX vs DPZ
+5,417.8%
-4,486.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | +3.3% | -2.5% | +5.9% | +3.8% |
| 30D | +12.9% | -7.0% | +19.8% | +14.2% |
| 3M | +11.7% | +11.6% | +0.1% | +9.1% |
| 6M | +14.1% | -15.2% | +29.3% | +16.8% |
| YTD | +40.7% | -17.2% | +57.9% | +44.5% |
| 1Y | +37.5% | -24.8% | +62.3% | +43.6% |
| 3Y | +43.9% | -8.7% | +52.6% | +42.8% |
| 5Y | +161.5% | -28.9% | +190.4% | +167.2% |
| 10Y | +215.1% | +153.6% | +61.5% | +134.7% |
| All | +930.9% | +5,417.8% | -4,486.9% | +236.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling