+479.1%
JPM vs DPZ
+116.9%
+362.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +1.2% | +2.2% | -0.9% | +0.9% |
| 30D | +2.7% | +6.7% | -4.0% | +1.7% |
| 3M | -4.5% | -4.5% | +0.1% | -3.9% |
| 6M | +14.3% | +3.3% | +11.0% | +13.3% |
| YTD | +8.2% | -19.4% | +27.6% | +11.1% |
| 1Y | +10.0% | -17.3% | +27.3% | +12.4% |
| 3Y | +149.0% | -8.4% | +157.3% | +149.0% |
| 5Y | +131.0% | -28.2% | +159.2% | +134.3% |
| 10Y | +479.1% | +130.9% | +348.2% | +410.0% |
| All | +479.1% | +116.9% | +362.2% | +410.0% |
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