+409.8%
JBL vs DPZ
-34.0%
+443.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.7% |
| 7D | +4.0% | -7.3% | +11.3% | +5.8% |
| 30D | -7.5% | -7.6% | +0.1% | -5.9% |
| 3M | -14.1% | +1.8% | -15.9% | -15.3% |
| 6M | +25.9% | -21.8% | +47.7% | +33.9% |
| YTD | +36.7% | -22.0% | +58.7% | +45.2% |
| 1Y | +49.0% | -28.6% | +77.6% | +62.8% |
| 3Y | +191.8% | -13.1% | +204.9% | +192.0% |
| 5Y | +409.8% | -33.2% | +443.0% | +479.7% |
| All | +409.8% | -34.0% | +443.8% | +479.7% |
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