+1,904.0%
LIN vs DPZ
+5,445.5%
-3,541.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.9% | +1.3% |
| 7D | +3.3% | +10.1% | -6.8% | +0.9% |
| 30D | +8.8% | +14.6% | -5.8% | +5.1% |
| 3M | +8.6% | -6.8% | +15.4% | +10.2% |
| 6M | +7.0% | +4.4% | +2.6% | +5.2% |
| YTD | +24.3% | -16.8% | +41.1% | +28.7% |
| 1Y | +27.3% | -14.5% | +41.7% | +30.8% |
| 3Y | +38.9% | -1.1% | +40.0% | +35.6% |
| 5Y | +69.4% | -28.0% | +97.3% | +75.5% |
| 10Y | +440.7% | +130.2% | +310.5% | +290.7% |
| All | +1,904.0% | +5,445.5% | -3,541.5% | +402.5% |
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