+1,557.0%
JPM vs DPZ
+5,272.5%
-3,715.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +1.2% | +2.2% | -0.9% | +0.4% |
| 30D | +2.7% | +6.7% | -4.0% | +0.3% |
| 3M | -4.5% | -4.5% | +0.1% | -3.3% |
| 6M | +14.3% | +3.3% | +11.0% | +11.6% |
| YTD | +8.2% | -19.4% | +27.6% | +14.5% |
| 1Y | +10.0% | -17.3% | +27.3% | +15.2% |
| 3Y | +149.0% | -8.4% | +157.3% | +144.5% |
| 5Y | +131.0% | -28.2% | +159.2% | +140.4% |
| 10Y | +479.1% | +130.9% | +348.2% | +226.5% |
| All | +1,557.0% | +5,272.5% | -3,715.5% | +97.6% |
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