+98.8%
JCI vs DPZ
-27.1%
+125.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.1% |
| 7D | -9.4% | +6.6% | -16.0% | -10.6% |
| 30D | -13.4% | +10.3% | -23.7% | -15.3% |
| 3M | -12.4% | -6.2% | -6.2% | -11.5% |
| 6M | -5.1% | +4.2% | -9.4% | -6.9% |
| YTD | +13.7% | -18.4% | +32.1% | +18.5% |
| 1Y | +11.4% | -14.9% | +26.3% | +14.6% |
| 3Y | +175.9% | -4.6% | +180.5% | +168.5% |
| All | +98.8% | -27.1% | +125.9% | +109.6% |
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 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