+37.2%
DIS vs DPZ
-4.7%
+41.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | 0.0% |
| 7D | +1.9% | +2.2% | -0.3% | +1.4% |
| 30D | +9.2% | +15.5% | -6.3% | +5.5% |
| 3M | +13.5% | -2.0% | +15.5% | +13.8% |
| 6M | +14.3% | +12.1% | +2.1% | +11.0% |
| YTD | +5.4% | -16.6% | +22.0% | +8.8% |
| 1Y | +12.2% | -14.6% | +26.7% | +15.1% |
| 3Y | +37.2% | -4.1% | +41.3% | +39.6% |
| All | +37.2% | -4.7% | +41.9% | +39.6% |
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 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