+13,444.1%
GOOG vs DPZ
+5,580.0%
+7,864.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -2.1% | -2.5% | +0.4% | -1.4% |
| 30D | -6.8% | -7.0% | +0.1% | -5.1% |
| 3M | -9.1% | +11.6% | -20.7% | -12.2% |
| 6M | +10.7% | -15.2% | +25.9% | +14.9% |
| YTD | +7.1% | -17.2% | +24.3% | +11.7% |
| 1Y | +44.6% | -24.8% | +69.5% | +54.5% |
| 3Y | +147.4% | -8.7% | +156.1% | +145.4% |
| 5Y | +133.8% | -28.9% | +162.7% | +144.9% |
| 10Y | +777.5% | +153.6% | +623.9% | +508.0% |
| All | +13,444.1% | +5,580.0% | +7,864.1% | +2,784.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling