+40.2%
DUK vs DPZ
-34.0%
+74.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -1.7% | -8.6% | +6.9% | -0.8% |
| 30D | -2.2% | -11.2% | +9.0% | -1.1% |
| 3M | -3.7% | +1.4% | -5.1% | -4.0% |
| 6M | -6.3% | -19.9% | +13.5% | -4.6% |
| YTD | +4.5% | -23.0% | +27.5% | +6.8% |
| 1Y | +1.8% | -28.2% | +30.0% | +4.8% |
| 3Y | +46.8% | -14.2% | +61.0% | +46.3% |
| 5Y | +40.2% | -33.4% | +73.6% | +41.8% |
| All | +40.2% | -34.0% | +74.3% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 5y: compounded portfolio wealth divided by compounded DPZ 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…
5y analysis · Full analysis span regression · 6 months rolling