+2.6%
JCI vs DPZ
+3.1%
-0.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.3% |
| 7D | +2.9% | -3.5% | +6.5% | +1.7% |
| 30D | -6.9% | +5.7% | -12.6% | -5.2% |
| 3M | -6.3% | -7.5% | +1.2% | -6.6% |
| 6M | +2.6% | +6.2% | -3.6% | +6.8% |
| All | +2.6% | +3.1% | -0.5% | +6.8% |
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