+193.4%
JNJ vs DPZ
+145.4%
+48.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -4.3% | -8.6% | +4.2% | -3.5% |
| 30D | +3.0% | -11.2% | +14.2% | +4.2% |
| 3M | +12.2% | +1.4% | +10.8% | +11.9% |
| 6M | +10.5% | -19.9% | +30.3% | +12.5% |
| YTD | +30.8% | -23.0% | +53.8% | +33.6% |
| 1Y | +54.9% | -28.2% | +83.1% | +59.2% |
| 3Y | +80.7% | -14.2% | +94.9% | +81.1% |
| 5Y | +83.4% | -33.4% | +116.8% | +86.8% |
| All | +193.4% | +145.4% | +48.0% | +173.4% |
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 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