+53.4%
ROKU vs DPZ
-14.7%
+68.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.4% | -3.9% | +0.8% |
| 7D | +4.8% | +10.1% | -5.3% | +3.5% |
| 30D | +6.1% | +14.6% | -8.5% | +4.2% |
| 3M | +10.5% | -6.8% | +17.2% | +11.1% |
| 6M | +29.2% | +4.4% | +24.8% | +26.8% |
| YTD | +50.0% | -16.8% | +66.9% | +42.2% |
| 1Y | +53.4% | -14.5% | +67.9% | +43.2% |
| All | +53.4% | -14.7% | +68.1% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling