-53.1%
ROKU vs DPZ
-34.0%
-19.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.4% |
| 7D | -2.6% | -8.6% | +5.9% | +1.8% |
| 30D | +2.1% | -11.2% | +13.3% | +8.1% |
| 3M | +31.8% | +1.4% | +30.4% | +29.6% |
| 6M | +53.3% | -19.9% | +73.2% | +68.9% |
| YTD | +42.1% | -23.0% | +65.1% | +59.1% |
| 1Y | +62.3% | -28.2% | +90.6% | +88.1% |
| 3Y | +84.6% | -14.2% | +98.9% | +77.4% |
| 5Y | -53.1% | -33.4% | -19.7% | -43.7% |
| All | -53.1% | -34.0% | -19.0% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling