+124.0%
DPZ vs AVAV
+361.4%
-237.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.5% | -12.6% | -2.8% |
| 7D | +6.6% | -10.6% | +17.1% | +7.2% |
| 30D | +10.3% | -18.8% | +29.1% | +11.6% |
| 3M | -6.2% | -34.1% | +27.9% | -3.8% |
| 6M | +4.2% | -35.3% | +39.6% | +6.3% |
| YTD | -18.4% | -53.4% | +35.0% | -15.6% |
| 1Y | -14.9% | -65.6% | +50.7% | -10.2% |
| 3Y | -4.6% | -5.1% | +0.4% | -9.8% |
| 5Y | -27.4% | +18.5% | -45.9% | -34.1% |
| All | +124.0% | +361.4% | -237.4% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling