+2,605.6%
DXCM vs DPZ
+3,882.6%
-1,277.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.8% | -5.1% |
| 7D | -3.5% | +6.6% | -10.1% | -5.8% |
| 30D | -5.8% | +10.3% | -16.1% | -9.4% |
| 3M | -4.3% | -6.2% | +1.8% | -2.3% |
| 6M | +31.6% | +4.2% | +27.3% | +28.7% |
| YTD | +19.6% | -18.4% | +38.0% | +28.1% |
| 1Y | +36.9% | -14.9% | +51.8% | +43.7% |
| 3Y | -16.3% | -4.6% | -11.6% | -17.4% |
| 5Y | -50.0% | -27.4% | -22.6% | -45.8% |
| 10Y | +413.2% | +125.9% | +287.2% | +231.1% |
| All | +2,605.6% | +3,882.6% | -1,277.0% | +263.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling