+654.5%
MRNA vs DPZ
+39.4%
+615.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.2% |
| 7D | -9.0% | -1.5% | -7.6% | -8.7% |
| 30D | +137.2% | -4.4% | +141.6% | +139.5% |
| 3M | +194.8% | +7.6% | +187.2% | +188.6% |
| 6M | +167.2% | -16.9% | +184.1% | +177.2% |
| YTD | +375.9% | -18.6% | +394.5% | +394.8% |
| 1Y | +465.2% | -26.7% | +491.8% | +501.7% |
| 3Y | +30.4% | -9.3% | +39.7% | +30.2% |
| 5Y | -66.8% | -31.0% | -35.8% | -66.5% |
| All | +654.5% | +39.4% | +615.1% | +622.0% |
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