+423.1%
DXCM vs DPZ
+125.0%
+298.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -4.4% | +3.7% | -8.0% | -5.6% |
| 30D | -3.6% | +8.0% | -11.6% | -6.3% |
| 3M | -4.3% | -4.2% | -0.2% | -3.1% |
| 6M | +33.8% | +4.6% | +29.2% | +30.9% |
| YTD | +22.1% | -18.4% | +40.6% | +30.2% |
| 1Y | +47.4% | -16.8% | +64.2% | +55.6% |
| 3Y | -12.3% | -5.0% | -7.2% | -13.2% |
| 5Y | -49.1% | -27.8% | -21.3% | -45.5% |
| 10Y | +423.1% | +121.1% | +302.0% | +333.6% |
| All | +423.1% | +125.0% | +298.1% | +333.6% |
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