+15.1%
LUV vs DPZ
+11.8%
+3.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -1.2% |
| 7D | +1.1% | +2.2% | -1.1% | +0.6% |
| 30D | +14.2% | +15.5% | -1.3% | +11.0% |
| 3M | +0.6% | -2.0% | +2.6% | +0.5% |
| 6M | +15.1% | +12.1% | +2.9% | +16.1% |
| All | +15.1% | +11.8% | +3.3% | +16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling