+3,038.6%
LLY vs DPZ
+5,417.8%
-2,379.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -2.1% | -2.5% | +0.4% | -1.7% |
| 30D | -1.6% | -7.0% | +5.4% | -0.4% |
| 3M | +2.3% | +11.6% | -9.3% | 0.0% |
| 6M | +14.9% | -15.2% | +30.1% | +17.8% |
| YTD | +7.5% | -17.2% | +24.7% | +10.7% |
| 1Y | +55.7% | -24.8% | +80.5% | +62.9% |
| 3Y | +110.6% | -8.7% | +119.3% | +111.3% |
| 5Y | +363.4% | -28.9% | +392.3% | +378.6% |
| 10Y | +1,649.0% | +153.6% | +1,495.3% | +1,274.0% |
| All | +3,038.6% | +5,417.8% | -2,379.2% | +1,174.5% |
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 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