+2,236.8%
TSCO vs DPZ
+5,462.3%
-3,225.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.3% |
| 7D | +0.3% | +2.2% | -2.0% | -0.4% |
| 30D | +11.3% | +15.5% | -4.2% | +6.5% |
| 3M | +1.5% | -2.0% | +3.5% | +1.9% |
| 6M | +24.0% | +12.1% | +11.8% | +19.2% |
| YTD | -25.7% | -16.6% | -9.1% | -22.0% |
| 1Y | -33.6% | -14.6% | -19.0% | -30.8% |
| 3Y | -1.5% | -4.1% | +2.6% | -2.8% |
| 5Y | -9.6% | -28.3% | +18.7% | -4.3% |
| 10Y | +200.8% | +141.3% | +59.5% | +106.2% |
| All | +2,236.8% | +5,462.3% | -3,225.5% | +437.6% |
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 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