+130.9%
DPZ vs TEVA
+9.1%
+121.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | +2.2% | +1.2% | +1.0% | +2.1% |
| 30D | +6.7% | +3.2% | +3.5% | +6.4% |
| 3M | -4.5% | +17.3% | -21.8% | -5.7% |
| 6M | +3.3% | +18.7% | -15.4% | +1.8% |
| YTD | -19.4% | +35.9% | -55.3% | -21.6% |
| 1Y | -17.3% | +74.8% | -92.0% | -21.1% |
| 3Y | -8.4% | +388.5% | -396.9% | -21.0% |
| 5Y | -28.2% | +351.1% | -379.3% | -38.5% |
| 10Y | +130.9% | +10.4% | +120.5% | +79.7% |
| All | +130.9% | +9.1% | +121.8% | +79.7% |
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