+51.2%
JNJ vs DPZ
-14.7%
+65.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.4% | -1.6% | +2.7% |
| 7D | +1.9% | +10.1% | -8.1% | +0.1% |
| 30D | +9.2% | +14.6% | -5.4% | +6.7% |
| 3M | +8.9% | -6.8% | +15.7% | +9.7% |
| 6M | +24.6% | +4.4% | +20.2% | +22.9% |
| YTD | +35.7% | -16.8% | +52.5% | +38.1% |
| 1Y | +51.2% | -14.5% | +65.7% | +55.5% |
| All | +51.2% | -14.7% | +65.9% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling