+5,542.7%
DPZ vs AZO
+4,032.0%
+1,510.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -0.9% |
| 7D | +6.6% | +1.5% | +5.1% | +5.9% |
| 30D | +10.3% | +13.0% | -2.7% | +4.7% |
| 3M | -6.2% | +4.8% | -10.9% | -8.1% |
| 6M | +4.2% | -9.2% | +13.4% | +8.1% |
| YTD | -18.4% | -5.2% | -13.2% | -17.5% |
| 1Y | -14.9% | -12.4% | -2.5% | -11.2% |
| 3Y | -4.6% | +23.4% | -28.1% | -15.7% |
| 5Y | -27.4% | +76.9% | -104.3% | -46.2% |
| 10Y | +125.9% | +339.6% | -213.7% | +0.4% |
| All | +5,542.7% | +4,032.0% | +1,510.7% | +717.2% |
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