+98.3%
MO vs DPZ
-31.1%
+129.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.9% |
| 7D | -2.0% | -1.5% | -0.6% | -1.9% |
| 30D | -0.3% | -4.4% | +4.2% | +0.1% |
| 3M | -2.9% | +7.6% | -10.6% | -3.6% |
| 6M | +5.8% | -16.9% | +22.7% | +7.1% |
| YTD | +22.0% | -18.6% | +40.6% | +23.7% |
| 1Y | +10.7% | -26.7% | +37.3% | +12.8% |
| 3Y | +94.4% | -9.3% | +103.7% | +94.1% |
| All | +98.3% | -31.1% | +129.4% | +101.7% |
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