+5,650.9%
DPZ vs M
+115.2%
+5,535.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.6% | -2.2% | +4.0% |
| 7D | +10.1% | +8.3% | +1.8% | +8.4% |
| 30D | +14.6% | +14.2% | +0.4% | +11.6% |
| 3M | -6.8% | -1.1% | -5.7% | -6.7% |
| 6M | +4.4% | +36.6% | -32.2% | -2.5% |
| YTD | -16.8% | +19.8% | -36.6% | -20.8% |
| 1Y | -14.5% | +37.2% | -51.6% | -20.9% |
| 3Y | -1.1% | +124.5% | -125.6% | -21.3% |
| 5Y | -28.0% | +1.5% | -29.4% | -36.2% |
| 10Y | +130.2% | +7.8% | +122.4% | +69.2% |
| All | +5,650.9% | +115.2% | +5,535.7% | +2,695.1% |
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