-27.5%
DPZ vs IT
-43.2%
+15.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.9% | -1.1% |
| 7D | +6.6% | -16.9% | +23.5% | +11.4% |
| 30D | +10.3% | +2.3% | +8.0% | +9.0% |
| 3M | -6.2% | +2.9% | -9.0% | -7.9% |
| 6M | +4.2% | +25.9% | -21.6% | -4.7% |
| YTD | -18.4% | -24.6% | +6.2% | -14.5% |
| 1Y | -14.9% | -16.0% | +1.1% | -13.9% |
| 3Y | -4.6% | -51.6% | +46.9% | +12.5% |
| All | -27.5% | -43.2% | +15.6% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling