+1,447.0%
JBL vs DPZ
+145.4%
+1,301.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.5% |
| 7D | -1.0% | -8.6% | +7.5% | +1.0% |
| 30D | -15.1% | -11.2% | -3.9% | -12.9% |
| 3M | -14.0% | +1.4% | -15.5% | -15.2% |
| 6M | +20.6% | -19.9% | +40.5% | +26.0% |
| YTD | +32.9% | -23.0% | +55.9% | +40.1% |
| 1Y | +40.5% | -28.2% | +68.7% | +50.8% |
| 3Y | +183.7% | -14.2% | +198.0% | +186.4% |
| 5Y | +388.3% | -33.4% | +421.7% | +415.9% |
| All | +1,447.0% | +145.4% | +1,301.6% | +1,091.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling