+15,692.2%
MA vs DPZ
+3,019.2%
+12,673.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +3.2% | +9.5% | -6.3% | +0.4% |
| 30D | +15.9% | +12.8% | +3.1% | +11.7% |
| 3M | +15.2% | -6.2% | +21.4% | +17.1% |
| 6M | +32.4% | +4.3% | +28.1% | +30.0% |
| YTD | +15.6% | -16.6% | +32.2% | +20.7% |
| 1Y | +19.3% | -12.8% | +32.1% | +22.8% |
| 3Y | +73.0% | -0.8% | +73.8% | +67.5% |
| 5Y | +93.7% | -25.8% | +119.6% | +100.7% |
| 10Y | +575.0% | +130.9% | +444.1% | +351.0% |
| All | +15,692.2% | +3,019.2% | +12,673.0% | +3,451.6% |
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