-28.8%
DPZ vs CHD
+23.9%
-52.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | -2.7% | +0.1% | -1.8% |
| 30D | -7.0% | -4.6% | -2.3% | -5.7% |
| 3M | +11.6% | +5.0% | +6.6% | +10.2% |
| 6M | -15.2% | -3.2% | -12.0% | -14.5% |
| YTD | -17.2% | +18.6% | -35.9% | -21.0% |
| 1Y | -24.8% | +4.8% | -29.7% | -25.8% |
| 3Y | -8.7% | +6.1% | -14.8% | -11.1% |
| All | -28.8% | +23.9% | -52.7% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling