+384.5%
DXCM vs DPZ
+140.2%
+244.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +1.4% |
| 7D | +4.9% | +2.2% | +2.7% | +4.1% |
| 30D | -0.2% | +15.5% | -15.7% | -5.4% |
| 3M | -8.9% | -2.0% | -6.9% | -8.5% |
| 6M | +42.3% | +12.1% | +30.1% | +35.6% |
| YTD | +25.6% | -16.6% | +42.1% | +32.8% |
| 1Y | +39.5% | -14.6% | +54.1% | +46.0% |
| 3Y | -15.3% | -4.1% | -11.1% | -16.5% |
| 5Y | -48.4% | -28.3% | -20.1% | -44.7% |
| All | +384.5% | +140.2% | +244.3% | +260.7% |
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