+5,622.1%
DPZ vs AZO
+3,732.6%
+1,889.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -2.5% | +0.7% | -3.3% | -2.9% |
| 30D | -7.0% | -2.7% | -4.3% | -5.9% |
| 3M | +11.6% | -3.2% | +14.8% | +12.9% |
| 6M | -15.2% | -19.7% | +4.6% | -7.4% |
| YTD | -17.2% | -12.0% | -5.2% | -13.6% |
| 1Y | -24.8% | -29.5% | +4.7% | -13.9% |
| 3Y | -8.7% | +17.3% | -26.0% | -17.7% |
| 5Y | -28.9% | +94.1% | -123.0% | -49.5% |
| 10Y | +153.6% | +303.3% | -149.7% | +17.0% |
| All | +5,622.1% | +3,732.6% | +1,889.5% | +756.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling