-14.9%
DPZ vs IT
-20.0%
+5.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.9% | -1.4% |
| 7D | +6.6% | -16.9% | +23.5% | +10.0% |
| 30D | +10.3% | +2.3% | +8.0% | +9.3% |
| 3M | -6.2% | +2.9% | -9.0% | -7.4% |
| 6M | +4.2% | +25.9% | -21.6% | -2.7% |
| YTD | -18.4% | -24.6% | +6.2% | -17.1% |
| 1Y | -14.9% | -16.0% | +1.1% | -19.5% |
| All | -14.9% | -20.0% | +5.1% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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