+139.3%
HOOD vs DPZ
-31.3%
+170.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.6% | +3.7% | -4.3% | -2.5% |
| 30D | -23.6% | +8.0% | -31.6% | -26.8% |
| 3M | -10.7% | -4.2% | -6.5% | -9.4% |
| 6M | +8.2% | +4.6% | +3.6% | +3.1% |
| YTD | -26.3% | -18.4% | -7.9% | -19.7% |
| 1Y | -36.1% | -16.8% | -19.3% | -31.7% |
| 3Y | +950.7% | -5.0% | +955.7% | +910.4% |
| 5Y | +127.0% | -27.8% | +154.8% | +135.7% |
| All | +139.3% | -31.3% | +170.6% | +175.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling