+320.5%
TMUS vs DPZ
+2,120.4%
-1,800.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.7% | -3.0% |
| 7D | +0.1% | -2.5% | +2.6% | +0.8% |
| 30D | +5.3% | -7.0% | +12.2% | +7.2% |
| 3M | +3.1% | +11.6% | -8.5% | -0.2% |
| 6M | -16.5% | -15.2% | -1.3% | -13.2% |
| YTD | -9.2% | -17.2% | +8.1% | -5.2% |
| 1Y | -26.5% | -24.8% | -1.6% | -21.4% |
| 3Y | +39.0% | -8.7% | +47.7% | +37.8% |
| 5Y | +40.4% | -28.9% | +69.3% | +46.0% |
| 10Y | +303.7% | +153.6% | +150.1% | +170.0% |
| All | +320.5% | +2,120.4% | -1,800.0% | +24.9% |
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