+3,626.7%
LLY vs DPZ
+5,460.8%
-1,834.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.0% | -3.8% |
| 7D | -0.7% | +9.5% | -10.1% | -2.3% |
| 30D | +17.9% | +12.8% | +5.1% | +15.3% |
| 3M | +16.8% | -6.2% | +23.1% | +18.0% |
| 6M | +38.4% | +4.3% | +34.2% | +36.8% |
| YTD | +27.6% | -16.6% | +44.2% | +31.1% |
| 1Y | +48.3% | -12.8% | +61.2% | +51.1% |
| 3Y | +145.4% | -0.8% | +146.2% | +142.7% |
| 5Y | +438.9% | -25.8% | +464.7% | +452.1% |
| 10Y | +2,101.6% | +130.9% | +1,970.7% | +1,660.5% |
| All | +3,626.7% | +5,460.8% | -1,834.2% | +1,409.7% |
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