+2,079.7%
TSCO vs DPZ
+5,100.4%
-3,020.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.2% | +0.5% | -2.4% |
| 7D | -2.5% | -7.3% | +4.8% | -0.2% |
| 30D | -1.1% | -7.6% | +6.5% | +1.2% |
| 3M | +14.3% | +1.8% | +12.5% | +13.2% |
| 6M | -31.9% | -21.8% | -10.1% | -26.9% |
| YTD | -30.7% | -22.0% | -8.7% | -25.7% |
| 1Y | -41.1% | -28.6% | -12.5% | -35.2% |
| 3Y | -17.1% | -13.1% | -4.1% | -15.8% |
| 5Y | -7.5% | -33.2% | +25.7% | 0.0% |
| 10Y | +192.6% | +147.0% | +45.6% | +98.6% |
| All | +2,079.7% | +5,100.4% | -3,020.6% | +412.3% |
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