+896.6%
DUK vs DPZ
+5,462.3%
-4,565.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.0% |
| 7D | +1.9% | +2.2% | -0.3% | +1.7% |
| 30D | +8.9% | +15.5% | -6.6% | +6.9% |
| 3M | +5.6% | -2.0% | +7.6% | +5.7% |
| 6M | +7.0% | +12.1% | -5.2% | +5.2% |
| YTD | +14.0% | -16.6% | +30.6% | +16.0% |
| 1Y | +9.1% | -14.6% | +23.7% | +10.6% |
| 3Y | +67.6% | -4.1% | +71.7% | +65.8% |
| 5Y | +56.6% | -28.3% | +84.9% | +58.9% |
| 10Y | +159.8% | +141.3% | +18.5% | +118.6% |
| All | +896.6% | +5,462.3% | -4,565.7% | +405.9% |
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