+181.2%
TSCO vs DPZ
+141.0%
+40.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.0% |
| 7D | -5.7% | -8.6% | +3.0% | -3.3% |
| 30D | -8.8% | -11.9% | +3.1% | -5.6% |
| 3M | +6.3% | +0.4% | +5.9% | +5.9% |
| 6M | -32.3% | -19.9% | -12.4% | -28.4% |
| YTD | -32.7% | -24.4% | -8.3% | -27.9% |
| 1Y | -43.7% | -30.4% | -13.2% | -38.4% |
| 3Y | -19.7% | -17.4% | -2.3% | -17.2% |
| 5Y | -11.6% | -34.6% | +23.0% | -5.3% |
| All | +181.2% | +141.0% | +40.2% | +150.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling