+15.6%
TMUS vs DPZ
-3.1%
+18.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.2% |
| 7D | +3.6% | +6.6% | -3.0% | +2.5% |
| 30D | -3.4% | +10.3% | -13.7% | -4.9% |
| 3M | -9.5% | -6.2% | -3.3% | -8.7% |
| 6M | -15.2% | +4.2% | -19.4% | -15.9% |
| YTD | -18.9% | -18.4% | -0.5% | -17.2% |
| 1Y | -17.7% | -14.9% | -2.8% | -16.4% |
| 3Y | +15.6% | -4.6% | +20.3% | +18.6% |
| All | +15.6% | -3.1% | +18.8% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling