+152.8%
JPM vs DPZ
-30.2%
+182.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.1% |
| 7D | -0.4% | -1.5% | +1.1% | -0.1% |
| 30D | -1.1% | -4.4% | +3.3% | -0.4% |
| 3M | +14.1% | +7.6% | +6.5% | +12.2% |
| 6M | +23.3% | -16.9% | +40.2% | +27.2% |
| YTD | +11.3% | -18.6% | +29.9% | +15.1% |
| 1Y | +23.0% | -26.7% | +49.7% | +30.0% |
| 3Y | +162.6% | -9.3% | +171.9% | +162.2% |
| 5Y | +152.8% | -31.0% | +183.8% | +163.0% |
| All | +152.8% | -30.2% | +182.9% | +163.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling