+175.9%
JCI vs DPZ
-3.1%
+179.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +2.9% |
| 7D | -9.4% | +6.6% | -16.0% | -10.0% |
| 30D | -13.4% | +10.3% | -23.7% | -14.3% |
| 3M | -12.4% | -6.2% | -6.2% | -11.6% |
| 6M | -5.1% | +4.2% | -9.4% | -5.9% |
| YTD | +13.7% | -18.4% | +32.1% | +18.5% |
| 1Y | +11.4% | -14.9% | +26.3% | +14.7% |
| 3Y | +175.9% | -4.6% | +180.5% | +179.2% |
| All | +175.9% | -3.1% | +179.0% | +179.2% |
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