+5,622.1%
DPZ vs TKO
+3,354.1%
+2,268.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | -2.5% | +0.7% | -3.3% | -2.7% |
| 30D | -7.0% | +1.6% | -8.6% | -7.3% |
| 3M | +11.6% | -7.8% | +19.4% | +13.2% |
| 6M | -15.2% | -13.3% | -1.9% | -13.1% |
| YTD | -17.2% | -10.3% | -7.0% | -16.1% |
| 1Y | -24.8% | -0.6% | -24.2% | -25.6% |
| 3Y | -8.7% | +88.5% | -97.2% | -22.9% |
| 5Y | -28.9% | +284.7% | -313.6% | -50.0% |
| 10Y | +153.6% | +905.7% | -752.1% | +27.6% |
| All | +5,622.1% | +3,354.1% | +2,268.0% | +1,435.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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