+82.5%
KO vs DPZ
-33.2%
+115.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | -0.3% |
| 7D | -0.8% | -7.3% | +6.5% | +0.3% |
| 30D | +0.8% | -7.6% | +8.4% | +1.9% |
| 3M | +8.3% | +1.8% | +6.5% | +7.9% |
| 6M | +14.0% | -21.8% | +35.9% | +17.4% |
| YTD | +26.9% | -22.0% | +48.9% | +30.6% |
| 1Y | +32.7% | -28.6% | +61.3% | +38.0% |
| 3Y | +63.9% | -13.1% | +77.0% | +63.7% |
| All | +82.5% | -33.2% | +115.7% | +88.2% |
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