+984.0%
JHX vs DPZ
+5,326.0%
-4,342.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.3% |
| 7D | +4.5% | -1.5% | +6.0% | +4.9% |
| 30D | -1.2% | -4.4% | +3.2% | -0.2% |
| 3M | +32.8% | +7.6% | +25.1% | +30.0% |
| 6M | +41.2% | -16.9% | +58.1% | +46.9% |
| YTD | +43.9% | -18.6% | +62.5% | +50.1% |
| 1Y | +48.0% | -26.7% | +74.7% | +58.1% |
| 3Y | +1.2% | -9.3% | +10.5% | +1.6% |
| 5Y | -22.6% | -31.0% | +8.4% | -18.3% |
| 10Y | +111.5% | +152.4% | -40.9% | +56.9% |
| All | +984.0% | +5,326.0% | -4,342.1% | +335.4% |
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