+101.6%
JHX vs DPZ
+141.0%
-39.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.4% |
| 7D | -6.3% | -8.6% | +2.3% | -4.3% |
| 30D | -7.7% | -11.9% | +4.2% | -5.0% |
| 3M | +19.2% | +0.4% | +18.8% | +18.7% |
| 6M | +38.3% | -19.9% | +58.1% | +45.0% |
| YTD | +37.2% | -24.4% | +61.6% | +45.6% |
| 1Y | +42.3% | -30.4% | +72.7% | +53.8% |
| 3Y | -4.4% | -17.4% | +13.0% | -1.8% |
| 5Y | -26.4% | -34.6% | +8.2% | -22.4% |
| All | +101.6% | +141.0% | -39.4% | +75.0% |
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