-19.5%
IBM vs DPZ
-14.8%
-4.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | -5.0% | +6.6% | -11.5% | -5.9% |
| 30D | +11.1% | +10.3% | +0.8% | +9.3% |
| 3M | +5.7% | -6.2% | +11.9% | +6.7% |
| 6M | +10.1% | +4.2% | +5.9% | +8.7% |
| YTD | -15.6% | -18.4% | +2.8% | -15.7% |
| 1Y | -19.5% | -14.9% | -4.6% | -19.3% |
| All | -19.5% | -14.8% | -4.7% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling