+4.2%
DPZ vs TDY
-2.6%
+6.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -1.2% |
| 7D | +6.6% | -6.0% | +12.6% | +5.4% |
| 30D | +10.3% | +2.4% | +7.9% | +10.5% |
| 3M | -6.2% | -10.0% | +3.9% | -8.3% |
| 6M | +4.2% | -4.0% | +8.2% | +2.9% |
| All | +4.2% | -2.6% | +6.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 6mo: compounded portfolio wealth divided by compounded TDY 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…
6mo analysis · Full analysis span regression · 6 months rolling