+30.5%
JD vs DPZ
+123.5%
-93.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.3% |
| 7D | +13.4% | +6.6% | +6.8% | +11.3% |
| 30D | +7.7% | +10.3% | -2.6% | +4.6% |
| 3M | -11.3% | -6.2% | -5.1% | -9.9% |
| 6M | -5.1% | +4.2% | -9.4% | -7.0% |
| YTD | +5.0% | -18.4% | +23.4% | +10.2% |
| 1Y | -5.6% | -14.9% | +9.3% | -2.3% |
| 3Y | +17.8% | -4.6% | +22.4% | +15.6% |
| 5Y | -57.2% | -27.4% | -29.8% | -55.7% |
| All | +30.5% | +123.5% | -93.0% | -1.6% |
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 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