+15.2%
JD vs DPZ
-15.7%
+30.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | -1.7% | -2.5% | +0.9% | -1.2% |
| 30D | -13.2% | -7.0% | -6.2% | -12.1% |
| 3M | -3.2% | +11.6% | -14.8% | -5.3% |
| 6M | +15.2% | -15.2% | +30.4% | +22.3% |
| All | +15.2% | -15.7% | +30.9% | +22.3% |
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