+662.3%
KO vs DPZ
+5,462.3%
-4,800.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.7% | +1.5% |
| 7D | +3.7% | +2.2% | +1.5% | +3.4% |
| 30D | +8.1% | +15.5% | -7.3% | +6.1% |
| 3M | +14.2% | -2.0% | +16.2% | +14.4% |
| 6M | +25.2% | +12.1% | +13.1% | +23.0% |
| YTD | +44.7% | -16.6% | +61.3% | +47.5% |
| 1Y | +43.4% | -14.6% | +57.9% | +45.6% |
| 3Y | +90.1% | -4.1% | +94.2% | +88.3% |
| 5Y | +103.0% | -28.3% | +131.3% | +106.4% |
| 10Y | +229.8% | +141.3% | +88.5% | +174.9% |
| All | +662.3% | +5,462.3% | -4,800.0% | +279.1% |
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