-28.0%
DPZ vs AVAV
+19.9%
-47.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -8.3% | +13.8% | +6.0% |
| 7D | +10.1% | -10.1% | +20.2% | +10.8% |
| 30D | +14.6% | -18.7% | +33.3% | +16.0% |
| 3M | -6.8% | -33.0% | +26.3% | -4.5% |
| 6M | +4.4% | -37.2% | +41.6% | +6.6% |
| YTD | -16.8% | -53.2% | +36.4% | -14.0% |
| 1Y | -14.5% | -69.0% | +54.5% | -8.7% |
| 3Y | -1.1% | -5.5% | +4.4% | -8.8% |
| 5Y | -28.0% | +20.1% | -48.1% | -35.4% |
| All | -28.0% | +19.9% | -47.9% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling