+21.9%
GE vs DPZ
-26.3%
+48.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | +1.2% | -1.5% | +2.6% | +1.2% |
| 30D | -9.5% | -4.4% | -5.1% | -9.4% |
| 3M | +4.1% | +7.6% | -3.5% | +4.2% |
| 6M | +3.9% | -16.9% | +20.9% | +3.9% |
| YTD | +9.0% | -18.6% | +27.6% | +8.6% |
| 1Y | +21.9% | -26.7% | +48.6% | +14.4% |
| All | +21.9% | -26.3% | +48.3% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling