+143.6%
IBM vs DPZ
+129.5%
+14.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | -1.7% | -3.5% | +1.8% | -1.2% |
| 30D | +10.1% | +5.7% | +4.4% | +9.1% |
| 3M | +4.8% | -7.5% | +12.3% | +5.8% |
| 6M | +12.6% | +6.2% | +6.4% | +11.3% |
| YTD | -13.9% | -19.8% | +5.9% | -11.7% |
| 1Y | -18.7% | -18.0% | -0.7% | -16.9% |
| 3Y | +81.9% | -8.8% | +90.7% | +82.1% |
| 5Y | +148.3% | -30.2% | +178.5% | +153.4% |
| 10Y | +143.6% | +132.0% | +11.6% | +105.3% |
| All | +143.6% | +129.5% | +14.1% | +105.3% |
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 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