+410.2%
GLW vs DPZ
-9.3%
+419.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +5.6% |
| 7D | +3.8% | -2.5% | +6.3% | +3.7% |
| 30D | -1.3% | -7.0% | +5.6% | -1.3% |
| 3M | -21.8% | +11.6% | -33.4% | -22.1% |
| 6M | +6.9% | -15.2% | +22.1% | +11.2% |
| YTD | +77.2% | -17.2% | +94.4% | +84.9% |
| 1Y | +123.2% | -24.8% | +148.1% | +137.5% |
| All | +410.2% | -9.3% | +419.6% | +407.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling