+166.8%
JCI vs DPZ
-7.0%
+173.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | +3.8% | -2.5% | +6.4% | +4.2% |
| 30D | -5.7% | -7.0% | +1.3% | -4.8% |
| 3M | -1.4% | +11.6% | -13.0% | -3.3% |
| 6M | +4.1% | -15.2% | +19.3% | +7.5% |
| YTD | +21.7% | -17.2% | +39.0% | +26.3% |
| 1Y | +36.1% | -24.8% | +61.0% | +44.7% |
| All | +166.8% | -7.0% | +173.9% | +167.6% |
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