+28.9%
JD vs DPZ
+125.0%
-96.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.9% | +3.7% | +4.2% | +6.8% |
| 30D | +4.8% | +8.0% | -3.3% | +2.4% |
| 3M | -13.9% | -4.2% | -9.7% | -13.1% |
| 6M | -5.8% | +4.6% | -10.4% | -7.7% |
| YTD | +2.4% | -18.4% | +20.8% | +7.5% |
| 1Y | -7.5% | -16.8% | +9.2% | -3.7% |
| 3Y | +20.9% | -5.0% | +25.9% | +18.8% |
| 5Y | -58.0% | -27.8% | -30.2% | -56.6% |
| 10Y | +28.9% | +121.1% | -92.2% | -2.2% |
| All | +28.9% | +125.0% | -96.1% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling