+22.9%
ITW vs DPZ
-14.7%
+37.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.4% | -3.1% | +1.4% |
| 7D | +6.3% | +10.1% | -3.8% | +4.5% |
| 30D | +11.1% | +14.6% | -3.5% | +8.4% |
| 3M | +0.1% | -6.8% | +6.9% | +1.3% |
| 6M | +18.1% | +4.4% | +13.7% | +16.9% |
| YTD | +21.4% | -16.8% | +38.2% | +25.9% |
| 1Y | +22.9% | -14.5% | +37.3% | +25.2% |
| All | +22.9% | -14.7% | +37.5% | +25.2% |
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 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