+592.1%
JPM vs DPZ
+143.2%
+448.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.9% |
| 7D | -0.4% | -7.3% | +6.9% | +0.7% |
| 30D | -1.4% | -7.6% | +6.2% | -0.3% |
| 3M | +13.9% | +1.8% | +12.1% | +13.3% |
| 6M | +23.5% | -21.8% | +45.3% | +27.6% |
| YTD | +11.6% | -22.0% | +33.7% | +15.2% |
| 1Y | +21.4% | -28.6% | +50.0% | +26.9% |
| 3Y | +163.4% | -13.1% | +176.5% | +165.5% |
| 5Y | +152.5% | -33.2% | +185.7% | +158.5% |
| 10Y | +592.1% | +147.0% | +445.1% | +483.1% |
| All | +592.1% | +143.2% | +448.9% | +483.1% |
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