+3,668.1%
DPZ vs GNRC
+2,087.1%
+1,580.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.1% |
| 7D | -2.5% | +1.9% | -4.5% | -2.8% |
| 30D | -7.0% | -13.8% | +6.9% | -5.0% |
| 3M | +11.6% | -32.6% | +44.2% | +17.4% |
| 6M | -15.2% | -15.2% | 0.0% | -14.7% |
| YTD | -17.2% | +37.4% | -54.6% | -23.9% |
| 1Y | -24.8% | +5.1% | -30.0% | -28.1% |
| 3Y | -8.7% | +57.5% | -66.2% | -20.5% |
| 5Y | -28.9% | -58.7% | +29.8% | -25.6% |
| 10Y | +153.6% | +395.5% | -241.9% | +59.0% |
| All | +3,668.1% | +2,087.1% | +1,580.9% | +1,668.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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