+177.9%
KO vs DPZ
+145.4%
+32.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -1.1% | -8.6% | +7.5% | -0.2% |
| 30D | +1.6% | -11.2% | +12.8% | +2.8% |
| 3M | +5.8% | +1.4% | +4.3% | +5.5% |
| 6M | +14.3% | -19.9% | +34.2% | +16.5% |
| YTD | +27.3% | -23.0% | +50.3% | +30.2% |
| 1Y | +33.2% | -28.2% | +61.4% | +37.1% |
| 3Y | +64.5% | -14.2% | +78.7% | +65.3% |
| 5Y | +83.1% | -33.4% | +116.5% | +85.6% |
| All | +177.9% | +145.4% | +32.5% | +143.6% |
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 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