+5,525.0%
DPZ vs IDXX
+4,716.4%
+808.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | -2.5% | +4.1% | -6.5% | -3.8% |
| 30D | +12.5% | +34.2% | -21.6% | +1.1% |
| 3M | -5.2% | +22.3% | -27.5% | -12.2% |
| 6M | +8.8% | +30.7% | -22.0% | -1.6% |
| YTD | -18.7% | +3.2% | -21.8% | -20.7% |
| 1Y | -15.7% | -2.2% | -13.5% | -16.5% |
| 3Y | -7.5% | +62.8% | -70.3% | -26.7% |
| 5Y | -30.1% | +11.1% | -41.2% | -38.4% |
| 10Y | +135.3% | +539.4% | -404.1% | -1.6% |
| All | +5,525.0% | +4,716.4% | +808.6% | +918.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling