+82.5%
JNJ vs DPZ
-10.0%
+92.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -2.1% |
| 7D | -0.8% | -1.5% | +0.7% | -0.6% |
| 30D | +4.3% | -4.4% | +8.8% | +4.7% |
| 3M | +16.5% | +7.6% | +8.9% | +15.6% |
| 6M | +13.1% | -16.9% | +30.1% | +14.3% |
| YTD | +32.1% | -18.6% | +50.8% | +33.6% |
| 1Y | +54.5% | -26.7% | +81.1% | +57.2% |
| 3Y | +82.5% | -9.3% | +91.8% | +78.6% |
| All | +82.5% | -10.0% | +92.5% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling