-27.5%
DPZ vs AZO
+76.1%
-103.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.0% |
| 7D | +6.6% | +1.5% | +5.1% | +6.0% |
| 30D | +10.3% | +13.0% | -2.7% | +5.1% |
| 3M | -6.2% | +4.8% | -10.9% | -8.0% |
| 6M | +4.2% | -9.2% | +13.4% | +7.6% |
| YTD | -18.4% | -5.2% | -13.2% | -17.8% |
| 1Y | -14.9% | -12.4% | -2.5% | -11.7% |
| 3Y | -4.6% | +23.4% | -28.1% | -16.0% |
| All | -27.5% | +76.1% | -103.6% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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