+2,024.1%
LLY vs DPZ
+116.9%
+1,907.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +1.6% |
| 7D | +1.6% | +2.2% | -0.5% | +1.2% |
| 30D | +21.5% | +6.7% | +14.8% | +20.1% |
| 3M | +16.4% | -4.5% | +21.0% | +17.1% |
| 6M | +51.5% | +3.3% | +48.2% | +50.0% |
| YTD | +33.9% | -19.4% | +53.3% | +37.9% |
| 1Y | +49.1% | -17.3% | +66.4% | +52.9% |
| 3Y | +144.6% | -8.4% | +153.0% | +147.0% |
| 5Y | +466.3% | -28.2% | +494.5% | +483.7% |
| 10Y | +2,024.1% | +130.9% | +1,893.3% | +1,934.8% |
| All | +2,024.1% | +116.9% | +1,907.3% | +1,934.8% |
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