+197.7%
LUV vs DPZ
+5,326.0%
-5,128.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.0% |
| 7D | +3.1% | -1.5% | +4.6% | +3.5% |
| 30D | -17.4% | -4.4% | -13.0% | -16.5% |
| 3M | -4.9% | +7.6% | -12.5% | -7.0% |
| 6M | -5.7% | -16.9% | +11.2% | -1.7% |
| YTD | -5.2% | -18.6% | +13.4% | -0.8% |
| 1Y | +24.1% | -26.7% | +50.8% | +33.1% |
| 3Y | +39.6% | -9.3% | +48.9% | +39.9% |
| 5Y | -12.5% | -31.0% | +18.5% | -7.9% |
| 10Y | +12.9% | +152.4% | -139.4% | -23.5% |
| All | +197.7% | +5,326.0% | -5,128.3% | -28.8% |
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 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