+411.2%
DXCM vs DPZ
+116.9%
+294.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -3.7% | +2.2% | -5.8% | -4.4% |
| 30D | -5.0% | +6.7% | -11.7% | -7.2% |
| 3M | -8.8% | -4.5% | -4.3% | -7.5% |
| 6M | +31.9% | +3.3% | +28.6% | +29.6% |
| YTD | +20.4% | -19.4% | +39.8% | +29.0% |
| 1Y | +45.7% | -17.3% | +63.0% | +54.3% |
| 3Y | -15.0% | -8.4% | -6.6% | -14.8% |
| 5Y | -48.5% | -28.2% | -20.3% | -44.6% |
| 10Y | +411.2% | +130.9% | +280.4% | +313.9% |
| All | +411.2% | +116.9% | +294.4% | +313.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling