+561.0%
ROKU vs DPZ
+89.6%
+471.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.6% |
| 7D | -0.1% | -1.5% | +1.3% | +0.5% |
| 30D | +1.5% | -4.4% | +5.9% | +3.3% |
| 3M | +25.7% | +7.6% | +18.1% | +20.7% |
| 6M | +54.5% | -16.9% | +71.4% | +65.7% |
| YTD | +43.2% | -18.6% | +61.8% | +54.4% |
| 1Y | +56.3% | -26.7% | +82.9% | +76.4% |
| 3Y | +86.1% | -9.3% | +95.4% | +82.3% |
| 5Y | -53.6% | -31.0% | -22.6% | -49.4% |
| All | +561.0% | +89.6% | +471.4% | +301.9% |
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