+38.3%
GOOGL vs DPZ
-29.3%
+67.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.8% |
| 7D | -1.9% | -7.3% | +5.4% | -1.0% |
| 30D | -7.5% | -7.6% | +0.1% | -6.7% |
| 3M | -9.2% | +1.8% | -11.0% | -8.7% |
| 6M | +8.1% | -21.8% | +29.9% | +9.2% |
| YTD | +5.8% | -22.0% | +27.9% | +6.4% |
| 1Y | +38.3% | -28.6% | +67.0% | +41.5% |
| All | +38.3% | -29.3% | +67.6% | +41.5% |
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