+2,455.1%
MO vs DPZ
+5,324.1%
-2,869.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | +0.4% | -2.5% | +2.9% | +0.7% |
| 30D | +8.9% | +12.5% | -3.7% | +7.3% |
| 3M | +23.0% | -5.2% | +28.2% | +23.6% |
| 6M | +15.0% | +8.8% | +6.2% | +13.6% |
| YTD | +41.7% | -18.7% | +60.3% | +44.7% |
| 1Y | +43.3% | -15.7% | +59.0% | +45.7% |
| 3Y | +143.2% | -7.5% | +150.7% | +142.1% |
| 5Y | +154.7% | -30.1% | +184.8% | +159.4% |
| 10Y | +151.0% | +135.3% | +15.7% | +110.5% |
| All | +2,455.1% | +5,324.1% | -2,869.0% | +1,224.0% |
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