-28.6%
DPZ vs TEVA
+88.8%
-117.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.2% |
| 7D | -7.3% | -1.7% | -5.6% | -7.3% |
| 30D | -7.6% | +2.0% | -9.6% | -7.6% |
| 3M | +1.8% | +7.0% | -5.2% | +1.7% |
| 6M | -21.8% | +17.0% | -38.8% | -21.9% |
| YTD | -22.0% | +18.1% | -40.1% | -22.1% |
| 1Y | -28.6% | +87.2% | -115.9% | -27.4% |
| All | -28.6% | +88.8% | -117.4% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling