+34.2%
DIS vs DPZ
+123.5%
-89.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | +5.2% | +6.6% | -1.3% | +3.9% |
| 30D | +11.5% | +10.3% | +1.2% | +9.2% |
| 3M | +11.5% | -6.2% | +17.7% | +12.8% |
| 6M | +8.9% | +4.2% | +4.6% | +7.6% |
| YTD | +3.4% | -18.4% | +21.8% | +7.0% |
| 1Y | +7.2% | -14.9% | +22.1% | +9.9% |
| 3Y | +43.3% | -4.6% | +47.9% | +42.2% |
| 5Y | -31.4% | -27.4% | -4.0% | -30.1% |
| All | +34.2% | +123.5% | -89.3% | +21.6% |
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