+452.3%
IBM vs DPZ
+5,417.8%
-4,965.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | -0.3% | -2.5% | +2.3% | +0.2% |
| 30D | +0.3% | -7.0% | +7.2% | +1.5% |
| 3M | -21.6% | +11.6% | -33.2% | -23.4% |
| 6M | -4.7% | -15.2% | +10.5% | -2.2% |
| YTD | -19.1% | -17.2% | -1.8% | -16.7% |
| 1Y | -2.5% | -24.8% | +22.3% | +2.0% |
| 3Y | +74.2% | -8.7% | +82.8% | +73.8% |
| 5Y | +113.1% | -28.9% | +142.1% | +119.0% |
| 10Y | +133.5% | +153.6% | -20.1% | +78.3% |
| All | +452.3% | +5,417.8% | -4,965.5% | +105.2% |
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