+2,123.2%
MO vs DPZ
+5,417.8%
-3,294.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | +0.3% | -2.5% | +2.9% | +0.6% |
| 30D | +0.6% | -7.0% | +7.6% | +1.5% |
| 3M | -1.0% | +11.6% | -12.6% | -2.4% |
| 6M | +4.3% | -15.2% | +19.5% | +6.2% |
| YTD | +23.3% | -17.2% | +40.5% | +25.7% |
| 1Y | +10.5% | -24.8% | +35.3% | +13.8% |
| 3Y | +96.3% | -8.7% | +104.9% | +95.7% |
| 5Y | +98.9% | -28.9% | +127.8% | +102.1% |
| 10Y | +103.6% | +153.6% | -50.0% | +69.1% |
| All | +2,123.2% | +5,417.8% | -3,294.6% | +1,050.5% |
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