+116.9%
JCI vs DPZ
-28.9%
+145.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.3% |
| 7D | +3.8% | -2.5% | +6.4% | +4.4% |
| 30D | -5.7% | -7.0% | +1.3% | -4.2% |
| 3M | -1.4% | +11.6% | -13.0% | -4.4% |
| 6M | +4.1% | -15.2% | +19.3% | +7.9% |
| YTD | +21.7% | -17.2% | +39.0% | +26.8% |
| 1Y | +36.1% | -24.8% | +61.0% | +45.5% |
| 3Y | +154.4% | -8.7% | +163.1% | +151.8% |
| All | +116.9% | -28.9% | +145.8% | +141.3% |
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