+559.3%
ROKU vs DPZ
+76.1%
+483.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.3% |
| 7D | -0.4% | -8.6% | +8.2% | +3.7% |
| 30D | +2.1% | -11.9% | +14.0% | +7.8% |
| 3M | +29.5% | +0.4% | +29.1% | +28.2% |
| 6M | +53.8% | -19.9% | +73.7% | +67.6% |
| YTD | +42.8% | -24.4% | +67.2% | +59.2% |
| 1Y | +60.7% | -30.4% | +91.2% | +85.5% |
| 3Y | +83.9% | -17.4% | +101.2% | +88.0% |
| 5Y | -52.8% | -34.6% | -18.2% | -47.3% |
| All | +559.3% | +76.1% | +483.1% | +314.3% |
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