-28.8%
DPZ vs IT
-40.5%
+11.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -0.5% |
| 7D | -2.5% | -6.0% | +3.5% | -1.0% |
| 30D | -7.0% | 0.0% | -7.0% | -7.2% |
| 3M | +11.6% | +13.1% | -1.5% | +6.4% |
| 6M | -15.2% | +11.7% | -26.9% | -19.3% |
| YTD | -17.2% | -26.1% | +8.9% | -12.2% |
| 1Y | -24.8% | -21.3% | -3.6% | -22.4% |
| 3Y | -8.7% | -46.7% | +38.1% | +3.8% |
| All | -28.8% | -40.5% | +11.7% | -24.2% |
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