+36.3%
DIS vs DPZ
+116.9%
-80.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +4.4% | +2.2% | +2.2% | +3.9% |
| 30D | +10.3% | +6.7% | +3.6% | +8.8% |
| 3M | +15.5% | -4.5% | +20.1% | +16.5% |
| 6M | +11.2% | +3.3% | +7.9% | +10.1% |
| YTD | +5.6% | -19.4% | +25.0% | +9.5% |
| 1Y | +7.7% | -17.3% | +25.0% | +11.1% |
| 3Y | +39.3% | -8.4% | +47.7% | +39.4% |
| 5Y | -29.5% | -28.2% | -1.3% | -28.0% |
| 10Y | +36.3% | +130.9% | -94.6% | +24.9% |
| All | +36.3% | +116.9% | -80.6% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling