+3,597.4%
LLY vs DPZ
+5,341.2%
-1,743.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | -4.5% | +6.6% | -11.0% | -5.6% |
| 30D | +13.9% | +10.3% | +3.6% | +11.9% |
| 3M | +13.8% | -6.2% | +19.9% | +14.9% |
| 6M | +37.6% | +4.2% | +33.4% | +35.9% |
| YTD | +26.6% | -18.4% | +45.0% | +30.6% |
| 1Y | +45.3% | -14.9% | +60.3% | +48.7% |
| 3Y | +132.2% | -4.6% | +136.9% | +131.3% |
| 5Y | +434.7% | -27.4% | +462.1% | +450.0% |
| 10Y | +2,084.3% | +125.9% | +1,958.4% | +1,653.6% |
| All | +3,597.4% | +5,341.2% | -1,743.8% | +1,403.7% |
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