+2,071.1%
HCA vs DPZ
+2,396.8%
-325.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.9% | -1.0% |
| 7D | +0.8% | +2.2% | -1.4% | +0.2% |
| 30D | +6.1% | +15.5% | -9.4% | +2.3% |
| 3M | +21.4% | -2.0% | +23.4% | +21.7% |
| 6M | +17.2% | +12.1% | +5.0% | +13.2% |
| YTD | +7.5% | -16.6% | +24.0% | +11.4% |
| 1Y | +6.2% | -14.6% | +20.7% | +9.3% |
| 3Y | +122.0% | -4.1% | +126.2% | +116.8% |
| 5Y | +112.2% | -28.3% | +140.5% | +119.7% |
| 10Y | +675.7% | +141.3% | +534.4% | +433.5% |
| All | +2,071.1% | +2,396.8% | -325.7% | +539.0% |
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