+32.1%
GLW vs DPZ
-16.5%
+48.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | 0.0% | +9.3% | +9.2% |
| 7D | -5.9% | +3.7% | -9.6% | -3.9% |
| 30D | -26.0% | +8.0% | -34.0% | -22.6% |
| 3M | -29.9% | -4.2% | -25.7% | -30.1% |
| 6M | -37.8% | +4.6% | -42.4% | -33.4% |
| YTD | +33.1% | -18.4% | +51.5% | +46.0% |
| All | +32.1% | -16.5% | +48.6% | +46.4% |
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