-5.1%
JCI vs DPZ
+1.2%
-6.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +2.0% |
| 7D | -9.4% | +6.6% | -16.0% | -7.5% |
| 30D | -13.4% | +10.3% | -23.7% | -10.7% |
| 3M | -12.4% | -6.2% | -6.2% | -12.5% |
| 6M | -5.1% | +4.2% | -9.4% | -3.7% |
| All | -5.1% | +1.2% | -6.4% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling