+871.0%
ITW vs DPZ
+5,417.8%
-4,546.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.1% |
| 7D | -3.6% | -2.5% | -1.0% | -2.9% |
| 30D | -9.1% | -7.0% | -2.2% | -7.6% |
| 3M | +8.2% | +11.6% | -3.4% | +4.9% |
| 6M | -4.8% | -15.2% | +10.4% | -1.5% |
| YTD | +11.0% | -17.2% | +28.3% | +15.4% |
| 1Y | +4.2% | -24.8% | +29.1% | +10.9% |
| 3Y | +17.3% | -8.7% | +25.9% | +17.0% |
| 5Y | +33.0% | -28.9% | +61.9% | +38.6% |
| 10Y | +182.3% | +153.6% | +28.7% | +98.3% |
| All | +871.0% | +5,417.8% | -4,546.8% | +169.0% |
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