+5,666.8%
DPZ vs M
+102.6%
+5,564.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +1.4% |
| 7D | +9.5% | -2.1% | +11.6% | +9.9% |
| 30D | +12.8% | +7.7% | +5.1% | +11.1% |
| 3M | -6.2% | -4.4% | -1.9% | -5.6% |
| 6M | +4.3% | +27.5% | -23.2% | -1.3% |
| YTD | -16.6% | +12.8% | -29.4% | -19.7% |
| 1Y | -12.8% | +20.7% | -33.6% | -17.3% |
| 3Y | -0.8% | +111.3% | -112.1% | -20.2% |
| 5Y | -25.8% | -6.3% | -19.5% | -33.2% |
| 10Y | +130.9% | +1.5% | +129.4% | +71.6% |
| All | +5,666.8% | +102.6% | +5,564.2% | +2,734.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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