+115.5%
IBM vs DPZ
-28.9%
+144.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | -0.3% | -2.5% | +2.3% | +0.1% |
| 30D | +0.3% | -7.0% | +7.2% | +1.4% |
| 3M | -21.6% | +11.6% | -33.2% | -23.1% |
| 6M | -4.7% | -15.2% | +10.5% | -2.8% |
| YTD | -19.1% | -17.2% | -1.8% | -17.2% |
| 1Y | -2.5% | -24.8% | +22.3% | +1.1% |
| 3Y | +74.2% | -8.7% | +82.8% | +74.8% |
| All | +115.5% | -28.9% | +144.4% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling