+1,616.6%
JBL vs DPZ
+5,417.8%
-3,801.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.1% |
| 7D | +3.0% | -2.5% | +5.6% | +3.9% |
| 30D | -8.3% | -7.0% | -1.3% | -6.2% |
| 3M | -16.9% | +11.6% | -28.5% | -21.3% |
| 6M | +21.8% | -15.2% | +36.9% | +26.4% |
| YTD | +36.3% | -17.2% | +53.6% | +42.4% |
| 1Y | +49.5% | -24.8% | +74.4% | +61.3% |
| 3Y | +170.6% | -8.7% | +179.3% | +166.1% |
| 5Y | +408.4% | -28.9% | +437.3% | +436.1% |
| 10Y | +1,450.4% | +153.6% | +1,296.7% | +806.7% |
| All | +1,616.6% | +5,417.8% | -3,801.1% | +150.7% |
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 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