+5,650.9%
DPZ vs IT
+1,522.5%
+4,128.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +4.0% | +4.9% |
| 7D | +10.1% | -5.5% | +15.6% | +11.8% |
| 30D | +14.6% | +10.3% | +4.3% | +9.8% |
| 3M | -6.8% | +11.5% | -18.3% | -11.8% |
| 6M | +4.4% | +40.3% | -35.9% | -11.2% |
| YTD | -16.8% | -17.9% | +1.0% | -15.4% |
| 1Y | -14.5% | -8.8% | -5.7% | -16.6% |
| 3Y | -1.1% | -46.4% | +45.3% | +14.0% |
| 5Y | -28.0% | -37.3% | +9.4% | -23.9% |
| 10Y | +130.2% | +121.9% | +8.4% | +27.8% |
| All | +5,650.9% | +1,522.5% | +4,128.4% | +1,200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling