+315.1%
INTC vs DPZ
+5,248.7%
-4,933.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +8.0% | +7.6% |
| 7D | +7.3% | -3.5% | +10.8% | +8.2% |
| 30D | -38.3% | +5.7% | -44.0% | -39.6% |
| 3M | -36.0% | -7.5% | -28.6% | -35.4% |
| 6M | -51.7% | +6.2% | -57.9% | -53.6% |
| YTD | +69.4% | -19.8% | +89.2% | +74.5% |
| 1Y | +65.0% | -18.0% | +83.0% | +68.7% |
| 3Y | +63.0% | -8.8% | +71.8% | +59.2% |
| 5Y | +33.4% | -30.2% | +63.6% | +38.2% |
| 10Y | +121.2% | +132.0% | -10.8% | +52.7% |
| All | +315.1% | +5,248.7% | -4,933.7% | -6.8% |
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 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