+1,305.3%
JBL vs DPZ
+5,462.3%
-4,157.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -3.1% |
| 7D | +6.3% | +2.2% | +4.1% | +5.5% |
| 30D | -13.5% | +15.5% | -29.0% | -18.2% |
| 3M | -31.3% | -2.0% | -29.3% | -31.6% |
| 6M | -28.4% | +12.1% | -40.6% | -33.0% |
| YTD | +11.6% | -16.6% | +28.2% | +15.3% |
| 1Y | +26.1% | -14.6% | +40.7% | +29.1% |
| 3Y | +97.4% | -4.1% | +101.5% | +89.3% |
| 5Y | +301.0% | -28.3% | +329.3% | +319.0% |
| 10Y | +1,151.1% | +141.3% | +1,009.8% | +642.4% |
| All | +1,305.3% | +5,462.3% | -4,157.0% | +103.0% |
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