+247.9%
GE vs DPZ
+5,341.2%
-5,093.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.2% |
| 7D | +7.1% | +6.6% | +0.5% | +5.4% |
| 30D | +6.5% | +10.3% | -3.8% | +3.7% |
| 3M | -13.6% | -6.2% | -7.4% | -12.4% |
| 6M | +6.0% | +4.2% | +1.7% | +4.0% |
| YTD | +5.4% | -18.4% | +23.8% | +9.7% |
| 1Y | +6.5% | -14.9% | +21.4% | +9.5% |
| 3Y | +268.6% | -4.6% | +273.2% | +263.1% |
| 5Y | +389.0% | -27.4% | +416.4% | +407.2% |
| 10Y | +163.3% | +125.9% | +37.4% | +84.6% |
| All | +247.9% | +5,341.2% | -5,093.3% | -13.8% |
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