-31.0%
DPZ vs IDXX
-23.7%
-7.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.2% | -0.9% |
| 7D | -1.5% | -4.6% | +3.1% | -0.2% |
| 30D | -4.4% | -11.3% | +6.9% | -1.2% |
| 3M | +7.6% | -7.3% | +14.9% | +9.9% |
| 6M | -16.9% | -14.5% | -2.5% | -13.5% |
| YTD | -18.6% | -23.1% | +4.5% | -13.0% |
| 1Y | -26.7% | -20.3% | -6.3% | -22.8% |
| 3Y | -9.3% | +11.7% | -21.0% | -17.1% |
| 5Y | -31.0% | -24.4% | -6.7% | -32.6% |
| All | -31.0% | -23.7% | -7.3% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling