+4.2%
ITW vs DPZ
-25.6%
+29.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.2% |
| 7D | -3.6% | -2.5% | -1.0% | -3.1% |
| 30D | -9.1% | -7.0% | -2.2% | -7.9% |
| 3M | +8.2% | +11.6% | -3.4% | +5.9% |
| 6M | -4.8% | -15.2% | +10.4% | -1.4% |
| YTD | +11.0% | -17.2% | +28.3% | +16.0% |
| 1Y | +4.2% | -24.8% | +29.1% | +12.6% |
| All | +4.2% | -25.6% | +29.8% | +12.6% |
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