-28.2%
DPZ vs IDXX
-22.4%
-5.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.8% |
| 7D | -8.6% | -4.3% | -4.3% | -7.5% |
| 30D | -11.2% | -13.7% | +2.5% | -7.8% |
| 3M | +1.4% | -9.1% | +10.5% | +3.9% |
| 6M | -19.9% | -15.4% | -4.5% | -17.2% |
| YTD | -23.0% | -25.1% | +2.1% | -19.1% |
| 1Y | -28.2% | -20.6% | -7.6% | -25.4% |
| All | -28.2% | -22.4% | -5.8% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling