+147.0%
DPZ vs TEVA
-24.2%
+171.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.2% |
| 7D | -7.3% | -1.7% | -5.6% | -7.2% |
| 30D | -7.6% | +2.0% | -9.6% | -7.7% |
| 3M | +1.8% | +7.0% | -5.2% | +1.2% |
| 6M | -21.8% | +17.0% | -38.8% | -23.0% |
| YTD | -22.0% | +18.1% | -40.1% | -23.3% |
| 1Y | -28.6% | +87.2% | -115.9% | -32.5% |
| 3Y | -13.1% | +283.1% | -296.1% | -23.7% |
| 5Y | -33.2% | +298.4% | -331.6% | -42.4% |
| 10Y | +147.0% | -23.4% | +170.5% | +118.1% |
| All | +147.0% | -24.2% | +171.2% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 10y: compounded portfolio wealth divided by compounded TEVA 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…
10y analysis · Full analysis span regression · 6 months rolling