+38.3%
GOOG vs DPZ
-29.1%
+67.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -2.5% | -8.6% | +6.1% | -1.6% |
| 30D | -3.6% | -11.2% | +7.6% | -2.6% |
| 3M | -6.4% | +1.4% | -7.9% | -5.9% |
| 6M | +7.8% | -19.9% | +27.7% | +9.0% |
| YTD | +5.5% | -23.0% | +28.5% | +6.0% |
| 1Y | +38.3% | -28.2% | +66.5% | +40.3% |
| All | +38.3% | -29.1% | +67.4% | +40.3% |
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