+574.6%
KO vs DPZ
+5,326.0%
-4,751.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +0.4% | -1.5% | +1.9% | +0.6% |
| 30D | +1.5% | -4.4% | +5.9% | +2.1% |
| 3M | +11.8% | +7.6% | +4.2% | +10.6% |
| 6M | +16.2% | -16.9% | +33.2% | +18.7% |
| YTD | +28.1% | -18.6% | +46.7% | +31.1% |
| 1Y | +34.8% | -26.7% | +61.4% | +39.6% |
| 3Y | +65.5% | -9.3% | +74.8% | +65.2% |
| 5Y | +81.6% | -31.0% | +112.6% | +85.7% |
| 10Y | +176.7% | +152.4% | +24.4% | +129.2% |
| All | +574.6% | +5,326.0% | -4,751.4% | +236.9% |
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