+151.2%
GE vs DPZ
+134.3%
+17.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -3.7% |
| 7D | +5.1% | -2.5% | +7.6% | +5.5% |
| 30D | +7.6% | +12.5% | -5.0% | +5.4% |
| 3M | -9.3% | -5.2% | -4.1% | -8.7% |
| 6M | +11.5% | +8.8% | +2.8% | +9.5% |
| YTD | +7.9% | -18.7% | +26.5% | +11.0% |
| 1Y | +7.6% | -15.7% | +23.3% | +10.0% |
| 3Y | +265.9% | -7.5% | +273.4% | +266.5% |
| 5Y | +405.9% | -30.1% | +436.0% | +414.5% |
| All | +151.2% | +134.3% | +17.0% | +108.9% |
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