-25.2%
TGT vs DPZ
-28.4%
+3.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.5% | -3.5% | +4.0% | +1.6% |
| 30D | +6.7% | +5.7% | +1.0% | +4.9% |
| 3M | +8.4% | -7.5% | +15.9% | +10.7% |
| 6M | +40.7% | +6.2% | +34.5% | +37.4% |
| YTD | +72.2% | -19.8% | +92.0% | +82.5% |
| 1Y | +86.2% | -18.0% | +104.1% | +95.7% |
| 3Y | +68.8% | -8.8% | +77.6% | +66.5% |
| 5Y | -25.2% | -30.2% | +5.0% | -23.1% |
| All | -25.2% | -28.4% | +3.2% | -23.1% |
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