+80.4%
IBM vs DPZ
-3.1%
+83.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | -5.0% | +6.6% | -11.5% | -6.1% |
| 30D | +11.1% | +10.3% | +0.8% | +8.9% |
| 3M | +5.7% | -6.2% | +11.9% | +6.8% |
| 6M | +10.1% | +4.2% | +5.9% | +8.7% |
| YTD | -15.6% | -18.4% | +2.8% | -13.1% |
| 1Y | -19.5% | -14.9% | -4.6% | -17.9% |
| 3Y | +80.4% | -4.6% | +85.0% | +80.8% |
| All | +80.4% | -3.1% | +83.5% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling