+520.0%
DIS vs DPZ
+5,460.8%
-4,940.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | +5.7% | +9.5% | -3.8% | +3.2% |
| 30D | +12.7% | +12.8% | -0.1% | +9.2% |
| 3M | +15.2% | -6.2% | +21.4% | +16.9% |
| 6M | +17.6% | +4.3% | +13.3% | +15.7% |
| YTD | +3.8% | -16.6% | +20.4% | +7.8% |
| 1Y | +6.8% | -12.8% | +19.6% | +9.5% |
| 3Y | +42.1% | -0.8% | +43.0% | +38.7% |
| 5Y | -31.2% | -25.8% | -5.4% | -28.8% |
| 10Y | +37.6% | +130.9% | -93.3% | -1.5% |
| All | +520.0% | +5,460.8% | -4,940.8% | +61.8% |
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