+943.8%
CVX vs DPZ
+5,272.5%
-4,328.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -6.2% | +2.2% | -8.4% | -6.7% |
| 30D | -0.4% | +6.7% | -7.0% | -1.7% |
| 3M | +9.3% | -4.5% | +13.8% | +9.8% |
| 6M | +18.4% | +3.3% | +15.1% | +16.9% |
| YTD | +42.5% | -19.4% | +61.9% | +46.6% |
| 1Y | +41.0% | -17.3% | +58.3% | +44.4% |
| 3Y | +67.5% | -8.4% | +75.9% | +65.8% |
| 5Y | +126.1% | -28.2% | +154.3% | +130.2% |
| 10Y | +198.8% | +130.9% | +67.9% | +126.5% |
| All | +943.8% | +5,272.5% | -4,328.7% | +241.9% |
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