-28.8%
DPZ vs COMP
-31.2%
+2.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.8% |
| 7D | -2.5% | +1.4% | -3.9% | -2.7% |
| 30D | -7.0% | -13.3% | +6.4% | -5.8% |
| 3M | +11.6% | +41.1% | -29.5% | +7.8% |
| 6M | -15.2% | +17.2% | -32.3% | -17.3% |
| YTD | -17.2% | +5.2% | -22.5% | -18.8% |
| 1Y | -24.8% | +18.9% | -43.8% | -27.5% |
| 3Y | -8.7% | +215.9% | -224.6% | -23.6% |
| All | -28.8% | -31.2% | +2.3% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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