+97.7%
GOOG vs DPZ
-28.5%
+126.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.6% |
| 7D | +3.0% | +2.2% | +0.8% | +2.4% |
| 30D | -14.9% | +15.5% | -30.4% | -18.0% |
| 3M | -14.9% | -2.0% | -12.9% | -14.7% |
| 6M | -26.6% | +12.1% | -38.8% | -29.2% |
| YTD | -6.6% | -16.6% | +10.0% | -2.9% |
| 1Y | +5.1% | -14.6% | +19.6% | +8.4% |
| 3Y | +121.0% | -4.1% | +125.1% | +112.4% |
| All | +97.7% | -28.5% | +126.2% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling