+32.5%
JD vs DPZ
+116.9%
-84.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +5.2% | +2.2% | +3.0% | +4.5% |
| 30D | +4.5% | +6.7% | -2.2% | +2.5% |
| 3M | -15.4% | -4.5% | -10.9% | -14.6% |
| 6M | -6.0% | +3.3% | -9.3% | -7.6% |
| YTD | +2.2% | -19.4% | +21.6% | +7.6% |
| 1Y | -6.7% | -17.3% | +10.6% | -2.6% |
| 3Y | +20.5% | -8.4% | +28.9% | +19.8% |
| 5Y | -58.4% | -28.2% | -30.2% | -56.9% |
| 10Y | +32.5% | +130.9% | -98.4% | -1.1% |
| All | +32.5% | +116.9% | -84.4% | -1.1% |
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