+819.8%
DUK vs DPZ
+5,417.8%
-4,597.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | 0.0% | -2.5% | +2.5% | +0.3% |
| 30D | -1.7% | -7.0% | +5.3% | -0.8% |
| 3M | -0.4% | +11.6% | -12.0% | -2.0% |
| 6M | -7.2% | -15.2% | +7.9% | -5.7% |
| YTD | +5.3% | -17.2% | +22.5% | +7.3% |
| 1Y | +3.0% | -24.8% | +27.8% | +6.1% |
| 3Y | +53.1% | -8.7% | +61.7% | +52.4% |
| 5Y | +37.9% | -28.9% | +66.8% | +40.1% |
| 10Y | +124.8% | +153.6% | -28.8% | +88.0% |
| All | +819.8% | +5,417.8% | -4,597.9% | +367.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling