+303.6%
JBL vs DPZ
-28.5%
+332.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.7% |
| 7D | +6.3% | +2.2% | +4.1% | +5.8% |
| 30D | -13.5% | +15.5% | -29.0% | -16.3% |
| 3M | -31.3% | -2.0% | -29.3% | -31.3% |
| 6M | -28.4% | +12.1% | -40.6% | -31.4% |
| YTD | +11.6% | -16.6% | +28.2% | +16.6% |
| 1Y | +26.1% | -14.6% | +40.7% | +30.6% |
| 3Y | +97.4% | -4.1% | +101.5% | +91.9% |
| All | +303.6% | -28.5% | +332.2% | +343.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling