-28.9%
DPZ vs MKTX
-54.6%
+25.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +15.5% | +0.9% | +14.6% | +15.3% |
| 3M | -2.0% | +2.6% | -4.6% | -2.4% |
| 6M | +12.1% | +20.4% | -8.3% | +7.9% |
| YTD | -16.6% | -7.1% | -9.5% | -15.8% |
| 1Y | -14.6% | -2.8% | -11.8% | -14.5% |
| 3Y | -4.1% | -21.7% | +17.6% | -2.6% |
| All | -28.9% | -54.6% | +25.7% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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