+457.0%
DIS vs DPZ
+5,417.8%
-4,960.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | -2.6% | -2.5% | 0.0% | -1.9% |
| 30D | +3.5% | -7.0% | +10.5% | +5.4% |
| 3M | +6.8% | +11.6% | -4.8% | +3.5% |
| 6M | +3.0% | -15.2% | +18.2% | +6.8% |
| YTD | -6.7% | -17.2% | +10.5% | -2.8% |
| 1Y | -10.1% | -24.8% | +14.8% | -4.1% |
| 3Y | +33.0% | -8.7% | +41.7% | +32.6% |
| 5Y | -40.0% | -28.9% | -11.1% | -37.3% |
| 10Y | +21.1% | +153.6% | -132.6% | -15.6% |
| All | +457.0% | +5,417.8% | -4,960.7% | +45.9% |
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