+430.6%
HPQ vs DPZ
+5,272.5%
-4,841.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | +0.5% | +2.2% | -1.6% | +0.1% |
| 30D | -5.9% | +6.7% | -12.6% | -7.4% |
| 3M | -3.7% | -4.5% | +0.8% | -3.0% |
| 6M | +28.1% | +3.3% | +24.8% | +26.3% |
| YTD | +32.5% | -19.4% | +51.9% | +38.1% |
| 1Y | +18.1% | -17.3% | +35.4% | +22.3% |
| 3Y | +16.4% | -8.4% | +24.8% | +16.1% |
| 5Y | +8.9% | -28.2% | +37.1% | +13.2% |
| 10Y | +157.6% | +130.9% | +26.8% | +95.2% |
| All | +430.6% | +5,272.5% | -4,841.9% | +81.3% |
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