+270.1%
DXCM vs DPZ
+154.5%
+115.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -3.2% | -2.5% | -0.7% | -2.3% |
| 30D | +6.3% | -7.0% | +13.3% | +9.1% |
| 3M | +21.1% | +11.6% | +9.5% | +15.8% |
| 6M | +20.6% | -15.2% | +35.7% | +27.2% |
| YTD | +32.4% | -17.2% | +49.7% | +40.6% |
| 1Y | +8.8% | -24.8% | +33.7% | +19.6% |
| 3Y | -13.7% | -8.7% | -5.1% | -13.3% |
| 5Y | -35.2% | -28.9% | -6.3% | -30.2% |
| All | +270.1% | +154.5% | +115.6% | +178.5% |
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