-4.9%
LYB vs DPZ
-34.6%
+29.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.6% |
| 7D | +0.3% | -8.6% | +8.9% | +1.9% |
| 30D | +2.5% | -11.9% | +14.4% | +4.7% |
| 3M | +1.4% | +0.4% | +1.0% | +0.8% |
| 6M | -3.5% | -19.9% | +16.4% | -0.1% |
| YTD | +52.0% | -24.4% | +76.4% | +59.2% |
| 1Y | +22.1% | -30.4% | +52.5% | +30.2% |
| 3Y | -22.8% | -17.4% | -5.4% | -21.4% |
| All | -4.9% | -34.6% | +29.7% | -1.8% |
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