+503.5%
HPQ vs DPZ
+5,417.8%
-4,914.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.6% |
| 7D | +6.9% | -2.5% | +9.5% | +7.6% |
| 30D | +14.4% | -7.0% | +21.4% | +16.3% |
| 3M | +25.6% | +11.6% | +14.0% | +21.8% |
| 6M | +75.0% | -15.2% | +90.2% | +81.0% |
| YTD | +50.7% | -17.2% | +67.9% | +56.5% |
| 1Y | +18.7% | -24.8% | +43.5% | +26.0% |
| 3Y | +21.5% | -8.7% | +30.2% | +21.4% |
| 5Y | +31.6% | -28.9% | +60.5% | +37.3% |
| 10Y | +216.1% | +153.6% | +62.4% | +134.7% |
| All | +503.5% | +5,417.8% | -4,914.2% | +105.5% |
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 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