+128.8%
GOOG vs DPZ
-34.0%
+162.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.0% |
| 7D | -1.6% | -7.3% | +5.7% | +0.4% |
| 30D | -7.7% | -7.6% | -0.1% | -5.8% |
| 3M | -9.3% | +1.8% | -11.1% | -10.1% |
| 6M | +7.4% | -21.8% | +29.3% | +14.1% |
| YTD | +4.9% | -22.0% | +26.9% | +11.2% |
| 1Y | +37.2% | -28.6% | +65.8% | +49.0% |
| 3Y | +141.6% | -13.1% | +154.7% | +139.0% |
| 5Y | +128.8% | -33.2% | +162.0% | +156.9% |
| All | +128.8% | -34.0% | +162.7% | +156.9% |
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