+448.1%
NFLX vs DPZ
+116.9%
+331.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.6% |
| 7D | -0.3% | +2.2% | -2.4% | -1.0% |
| 30D | -10.0% | +6.7% | -16.7% | -12.2% |
| 3M | -17.1% | -4.5% | -12.6% | -15.8% |
| 6M | -27.7% | +3.3% | -31.0% | -28.8% |
| YTD | -32.5% | -19.4% | -13.1% | -27.9% |
| 1Y | -43.5% | -17.3% | -26.3% | -40.4% |
| 3Y | +41.4% | -8.4% | +49.8% | +38.1% |
| 5Y | -2.2% | -28.2% | +26.0% | +3.5% |
| 10Y | +448.1% | +130.9% | +317.2% | +277.3% |
| All | +448.1% | +116.9% | +331.2% | +277.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling