+8.8%
SBUX vs DPZ
-28.2%
+37.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +4.9% | +2.2% | +2.8% | +4.2% |
| 30D | +21.2% | +6.7% | +14.5% | +18.6% |
| 3M | +5.7% | -4.5% | +10.2% | +7.0% |
| 6M | +6.0% | +3.3% | +2.7% | +4.1% |
| YTD | +32.9% | -19.4% | +52.4% | +41.1% |
| 1Y | +33.3% | -17.3% | +50.6% | +40.0% |
| 3Y | +13.0% | -8.4% | +21.4% | +11.1% |
| 5Y | +8.8% | -28.2% | +37.0% | +20.0% |
| All | +8.8% | -28.2% | +37.0% | +20.0% |
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