+2,437.7%
MO vs DPZ
+5,248.7%
-2,811.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | -0.8% | -3.5% | +2.8% | -0.4% |
| 30D | +8.0% | +5.7% | +2.3% | +7.2% |
| 3M | +20.9% | -7.5% | +28.4% | +21.9% |
| 6M | +16.3% | +6.2% | +10.1% | +15.2% |
| YTD | +40.7% | -19.8% | +60.5% | +43.9% |
| 1Y | +41.5% | -18.0% | +59.4% | +44.3% |
| 3Y | +141.5% | -8.8% | +150.3% | +140.8% |
| 5Y | +153.1% | -30.2% | +183.3% | +157.7% |
| 10Y | +149.3% | +132.0% | +17.3% | +109.5% |
| All | +2,437.7% | +5,248.7% | -2,811.0% | +1,217.2% |
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