+97.4%
JBL vs DPZ
-4.7%
+102.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.3% |
| 7D | +6.3% | +2.2% | +4.1% | +6.2% |
| 30D | -13.5% | +15.5% | -29.0% | -14.5% |
| 3M | -31.3% | -2.0% | -29.3% | -31.0% |
| 6M | -28.4% | +12.1% | -40.6% | -29.9% |
| YTD | +11.6% | -16.6% | +28.2% | +17.6% |
| 1Y | +26.1% | -14.6% | +40.7% | +31.8% |
| 3Y | +97.4% | -4.1% | +101.5% | +99.2% |
| All | +97.4% | -4.7% | +102.1% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling