+124.0%
DPZ vs CHD
+182.8%
-58.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | +6.6% | +2.0% | +4.6% | +6.1% |
| 30D | +10.3% | +13.0% | -2.7% | +6.9% |
| 3M | -6.2% | +6.1% | -12.3% | -7.6% |
| 6M | +4.2% | +15.9% | -11.6% | +0.4% |
| YTD | -18.4% | +31.6% | -50.0% | -23.8% |
| 1Y | -14.9% | +28.5% | -43.4% | -20.2% |
| 3Y | -4.6% | +30.5% | -35.1% | -11.4% |
| 5Y | -27.4% | +30.7% | -58.1% | -33.2% |
| All | +124.0% | +182.8% | -58.8% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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