+2,043.2%
LLY vs DPZ
+123.5%
+1,919.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | -4.5% | +6.6% | -11.0% | -5.5% |
| 30D | +13.9% | +10.3% | +3.6% | +12.1% |
| 3M | +13.8% | -6.2% | +19.9% | +14.7% |
| 6M | +37.6% | +4.2% | +33.4% | +36.1% |
| YTD | +26.6% | -18.4% | +45.0% | +30.1% |
| 1Y | +45.3% | -14.9% | +60.3% | +48.3% |
| 3Y | +132.2% | -4.6% | +136.9% | +133.2% |
| 5Y | +434.7% | -27.4% | +462.1% | +450.0% |
| All | +2,043.2% | +123.5% | +1,919.7% | +1,912.0% |
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