+864.4%
JNJ vs DPZ
+5,462.3%
-4,597.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | +0.5% |
| 7D | +3.5% | +2.2% | +1.2% | +3.2% |
| 30D | +12.5% | +15.5% | -2.9% | +10.7% |
| 3M | +9.6% | -2.0% | +11.6% | +9.7% |
| 6M | +25.3% | +12.1% | +13.2% | +23.5% |
| YTD | +40.3% | -16.6% | +56.9% | +42.6% |
| 1Y | +49.6% | -14.6% | +64.2% | +51.6% |
| 3Y | +110.8% | -4.1% | +114.9% | +108.9% |
| 5Y | +99.1% | -28.3% | +127.4% | +101.9% |
| 10Y | +216.6% | +141.3% | +75.3% | +171.2% |
| All | +864.4% | +5,462.3% | -4,597.9% | +450.4% |
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