-25.0%
TGT vs DPZ
-34.0%
+9.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -2.0% |
| 7D | -3.6% | -7.3% | +3.7% | -1.4% |
| 30D | +4.4% | -7.6% | +12.0% | +6.7% |
| 3M | +25.4% | +1.8% | +23.6% | +24.2% |
| 6M | +33.4% | -21.8% | +55.2% | +42.7% |
| YTD | +65.6% | -22.0% | +87.6% | +76.9% |
| 1Y | +80.3% | -28.6% | +108.9% | +97.9% |
| 3Y | +42.1% | -13.1% | +55.2% | +42.5% |
| 5Y | -25.0% | -33.2% | +8.2% | -18.1% |
| All | -25.0% | -34.0% | +9.0% | -18.1% |
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