+331.3%
JCI vs DPZ
+5,272.5%
-4,941.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | 0.0% |
| 7D | -5.9% | +2.2% | -8.0% | -6.5% |
| 30D | -10.4% | +6.7% | -17.1% | -12.0% |
| 3M | -6.1% | -4.5% | -1.6% | -5.7% |
| 6M | +1.7% | +3.3% | -1.6% | -0.4% |
| YTD | +18.9% | -19.4% | +38.3% | +23.1% |
| 1Y | +16.1% | -17.3% | +33.4% | +19.3% |
| 3Y | +187.8% | -8.4% | +196.2% | +184.5% |
| 5Y | +103.2% | -28.2% | +131.4% | +109.8% |
| 10Y | +288.2% | +130.9% | +157.3% | +175.7% |
| All | +331.3% | +5,272.5% | -4,941.2% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling