+27.7%
GLW vs DPZ
-17.6%
+45.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.9% |
| 7D | -11.1% | +2.2% | -13.3% | -9.9% |
| 30D | -28.4% | +6.7% | -35.1% | -25.7% |
| 3M | -28.8% | -4.5% | -24.3% | -29.2% |
| 6M | -39.8% | +3.3% | -43.1% | -36.0% |
| YTD | +28.7% | -19.4% | +48.2% | +40.2% |
| 1Y | +27.7% | -17.3% | +45.0% | +40.7% |
| All | +27.7% | -17.6% | +45.3% | +40.7% |
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