+145.0%
DPZ vs TEVA
+15.4%
+129.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.4% |
| 7D | +2.2% | +4.4% | -2.2% | +1.9% |
| 30D | +15.5% | +9.3% | +6.2% | +14.7% |
| 3M | -2.0% | +21.9% | -23.9% | -3.5% |
| 6M | +12.1% | +22.8% | -10.6% | +10.2% |
| YTD | -16.6% | +42.6% | -59.2% | -19.1% |
| 1Y | -14.6% | +74.2% | -88.8% | -18.5% |
| 3Y | -4.1% | +404.5% | -408.7% | -17.5% |
| 5Y | -28.3% | +367.9% | -396.2% | -38.8% |
| All | +145.0% | +15.4% | +129.6% | +89.4% |
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