+4,444.0%
DPZ vs MKTX
+1,446.2%
+2,997.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | +0.4% | -3.0% | -2.6% |
| 30D | -7.0% | +1.1% | -8.0% | -7.2% |
| 3M | +11.6% | +36.1% | -24.5% | +1.6% |
| 6M | -15.2% | -12.9% | -2.3% | -13.2% |
| YTD | -17.2% | -8.5% | -8.7% | -16.6% |
| 1Y | -24.8% | -7.5% | -17.3% | -24.7% |
| 3Y | -8.7% | -28.3% | +19.7% | -5.3% |
| 5Y | -28.9% | -63.3% | +34.4% | -13.9% |
| 10Y | +153.6% | +4.5% | +149.1% | +114.3% |
| All | +4,444.0% | +1,446.2% | +2,997.8% | +1,271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling