+455.4%
NKE vs DPZ
+5,326.0%
-4,870.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | -0.1% | -1.5% | +1.4% | +0.3% |
| 30D | -7.7% | -4.4% | -3.2% | -6.6% |
| 3M | -10.9% | +7.6% | -18.6% | -12.9% |
| 6M | -31.9% | -16.9% | -14.9% | -28.7% |
| YTD | -38.6% | -18.6% | -20.0% | -35.6% |
| 1Y | -46.9% | -26.7% | -20.3% | -42.8% |
| 3Y | -58.2% | -9.3% | -48.9% | -58.3% |
| 5Y | -74.0% | -31.0% | -43.0% | -72.5% |
| 10Y | -21.6% | +152.4% | -173.9% | -44.7% |
| All | +455.4% | +5,326.0% | -4,870.6% | +51.3% |
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 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