+33.8%
DIS vs DPZ
-9.3%
+43.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | -2.6% | -2.5% | 0.0% | -2.0% |
| 30D | +3.5% | -7.0% | +10.5% | +5.0% |
| 3M | +6.8% | +11.6% | -4.8% | +4.2% |
| 6M | +3.0% | -15.2% | +18.2% | +6.1% |
| YTD | -6.7% | -17.2% | +10.5% | -3.6% |
| 1Y | -10.1% | -24.8% | +14.8% | -5.2% |
| All | +33.8% | -9.3% | +43.1% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling