+5,542.7%
DPZ vs TEVA
+68.6%
+5,474.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.1% | -2.4% |
| 7D | +6.6% | +1.2% | +5.3% | +6.3% |
| 30D | +10.3% | +8.8% | +1.5% | +8.9% |
| 3M | -6.2% | +22.4% | -28.6% | -8.9% |
| 6M | +4.2% | +17.3% | -13.0% | +1.6% |
| YTD | -18.4% | +36.5% | -54.9% | -22.5% |
| 1Y | -14.9% | +74.2% | -89.1% | -22.0% |
| 3Y | -4.6% | +370.8% | -375.5% | -27.1% |
| 5Y | -27.4% | +366.7% | -394.1% | -45.9% |
| 10Y | +125.9% | +10.5% | +115.4% | +102.5% |
| All | +5,542.7% | +68.6% | +5,474.1% | +4,476.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling