-26.6%
GOOG vs DPZ
+11.8%
-38.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.2% |
| 7D | +3.0% | +2.2% | +0.8% | +2.8% |
| 30D | -14.9% | +15.5% | -30.4% | -16.3% |
| 3M | -14.9% | -2.0% | -12.9% | -14.6% |
| 6M | -26.6% | +12.1% | -38.8% | -25.4% |
| All | -26.6% | +11.8% | -38.4% | -25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling