+5,622.1%
DPZ vs HRB
+347.1%
+5,275.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.7% |
| 7D | -2.5% | -5.7% | +3.1% | -1.1% |
| 30D | -7.0% | +7.9% | -14.9% | -9.2% |
| 3M | +11.6% | +32.1% | -20.5% | +3.4% |
| 6M | -15.2% | +62.2% | -77.4% | -26.1% |
| YTD | -17.2% | +16.4% | -33.7% | -21.9% |
| 1Y | -24.8% | -0.3% | -24.6% | -26.3% |
| 3Y | -8.7% | +36.0% | -44.7% | -19.0% |
| 5Y | -28.9% | +125.2% | -154.1% | -46.5% |
| 10Y | +153.6% | +237.7% | -84.0% | +49.5% |
| All | +5,622.1% | +347.1% | +5,275.1% | +2,479.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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