-12.0%
LUV vs DPZ
-33.2%
+21.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +1.1% |
| 7D | +0.7% | -7.3% | +7.9% | +2.6% |
| 30D | -13.4% | -7.6% | -5.9% | -11.8% |
| 3M | -9.6% | +1.8% | -11.4% | -10.3% |
| 6M | -8.9% | -21.8% | +12.9% | -3.4% |
| YTD | -5.2% | -22.0% | +16.9% | +0.4% |
| 1Y | +27.0% | -28.6% | +55.7% | +37.4% |
| 3Y | +39.6% | -13.1% | +52.7% | +42.0% |
| All | -12.0% | -33.2% | +21.1% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling