+139.5%
LLY vs DPZ
-8.4%
+147.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +1.4% | -3.5% | +4.9% | +2.3% |
| 30D | +21.5% | +5.7% | +15.8% | +19.7% |
| 3M | +18.5% | -7.5% | +25.9% | +20.5% |
| 6M | +49.1% | +6.2% | +42.9% | +45.4% |
| YTD | +34.4% | -19.8% | +54.2% | +41.3% |
| 1Y | +46.3% | -18.0% | +64.3% | +52.8% |
| All | +139.5% | -8.4% | +147.8% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling