+8,072.1%
KLAC vs DPZ
+5,417.8%
+2,654.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.0% | +7.9% |
| 7D | +5.7% | -2.5% | +8.3% | +6.6% |
| 30D | -3.6% | -7.0% | +3.3% | -1.6% |
| 3M | -12.8% | +11.6% | -24.4% | -17.4% |
| 6M | +26.1% | -15.2% | +41.2% | +30.3% |
| YTD | +53.3% | -17.2% | +70.6% | +59.3% |
| 1Y | +113.7% | -24.8% | +138.5% | +128.8% |
| 3Y | +274.9% | -8.7% | +283.6% | +268.9% |
| 5Y | +470.1% | -28.9% | +499.1% | +502.3% |
| 10Y | +2,997.0% | +153.6% | +2,843.4% | +1,880.1% |
| All | +8,072.1% | +5,417.8% | +2,654.4% | +1,224.8% |
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