+54.3%
JD vs DPZ
+448.1%
-393.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.4% |
| 7D | -1.7% | -2.5% | +0.9% | -0.9% |
| 30D | -13.2% | -7.0% | -6.2% | -11.4% |
| 3M | -3.2% | +11.6% | -14.8% | -6.7% |
| 6M | +15.2% | -15.2% | +30.4% | +20.0% |
| YTD | +2.0% | -17.2% | +19.2% | +6.9% |
| 1Y | -5.4% | -24.8% | +19.5% | +1.8% |
| 3Y | -9.1% | -8.7% | -0.4% | -9.6% |
| 5Y | -59.6% | -28.9% | -30.7% | -57.8% |
| 10Y | +26.2% | +153.6% | -127.4% | -13.0% |
| All | +54.3% | +448.1% | -393.8% | -18.7% |
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