-29.5%
DOW vs DPZ
-27.1%
-2.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -1.4% |
| 7D | -9.5% | +6.6% | -16.1% | -10.8% |
| 30D | +13.1% | +10.3% | +2.8% | +10.6% |
| 3M | +4.8% | -6.2% | +11.0% | +6.0% |
| 6M | -16.7% | +4.2% | -20.9% | -18.1% |
| YTD | +38.9% | -18.4% | +57.3% | +44.5% |
| 1Y | +48.3% | -14.9% | +63.2% | +52.6% |
| 3Y | -24.4% | -4.6% | -19.7% | -24.6% |
| All | -29.5% | -27.1% | -2.4% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling