+404.2%
DXCM vs DPZ
+123.5%
+280.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.8% | -5.2% |
| 7D | -3.5% | +6.6% | -10.1% | -5.7% |
| 30D | -5.8% | +10.3% | -16.1% | -9.2% |
| 3M | -4.3% | -6.2% | +1.8% | -2.4% |
| 6M | +31.6% | +4.2% | +27.3% | +28.8% |
| YTD | +19.6% | -18.4% | +38.0% | +27.5% |
| 1Y | +36.9% | -14.9% | +51.8% | +43.2% |
| 3Y | -16.3% | -4.6% | -11.6% | -17.3% |
| 5Y | -50.0% | -27.4% | -22.6% | -46.6% |
| All | +404.2% | +123.5% | +280.7% | +318.8% |
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 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