-14.7%
DPZ vs IDXX
+9.8%
-24.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.0% |
| 7D | -7.3% | -4.4% | -2.9% | -6.4% |
| 30D | -7.6% | -13.5% | +5.9% | -4.8% |
| 3M | +1.8% | -11.0% | +12.8% | +4.2% |
| 6M | -21.8% | -15.6% | -6.2% | -19.3% |
| YTD | -22.0% | -23.9% | +1.8% | -18.1% |
| 1Y | -28.6% | -21.4% | -7.2% | -25.7% |
| All | -14.7% | +9.8% | -24.5% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling