+828.8%
JNJ vs DPZ
+5,417.8%
-4,588.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | +2.7% | -2.5% | +5.2% | +3.0% |
| 30D | +7.4% | -7.0% | +14.3% | +8.2% |
| 3M | +21.2% | +11.6% | +9.6% | +19.6% |
| 6M | +13.4% | -15.2% | +28.6% | +15.2% |
| YTD | +35.1% | -17.2% | +52.4% | +37.5% |
| 1Y | +57.4% | -24.8% | +82.3% | +61.8% |
| 3Y | +86.8% | -8.7% | +95.4% | +86.1% |
| 5Y | +80.8% | -28.9% | +109.7% | +83.5% |
| 10Y | +202.7% | +153.6% | +49.1% | +157.7% |
| All | +828.8% | +5,417.8% | -4,588.9% | +430.9% |
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