+481.0%
JPM vs DPZ
+129.5%
+351.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.5% | -3.5% | +1.1% | -2.0% |
| 30D | +2.7% | +5.7% | -3.0% | +1.9% |
| 3M | -4.7% | -7.5% | +2.8% | -3.7% |
| 6M | +15.6% | +6.2% | +9.3% | +14.0% |
| YTD | +8.6% | -19.8% | +28.4% | +11.6% |
| 1Y | +10.9% | -18.0% | +28.9% | +13.5% |
| 3Y | +149.9% | -8.8% | +158.7% | +150.1% |
| 5Y | +131.9% | -30.2% | +162.1% | +136.0% |
| 10Y | +481.0% | +132.0% | +349.0% | +413.5% |
| All | +481.0% | +129.5% | +351.5% | +413.5% |
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