+3,125.8%
TSLA vs DPZ
+140.2%
+2,985.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.4% | -2.7% |
| 7D | +8.9% | +2.2% | +6.7% | +8.0% |
| 30D | +6.3% | +15.5% | -9.2% | +0.5% |
| 3M | +14.8% | -2.0% | +16.8% | +14.7% |
| 6M | -12.4% | +12.1% | -24.5% | -17.7% |
| YTD | -13.2% | -16.6% | +3.4% | -9.3% |
| 1Y | -2.9% | -14.6% | +11.6% | +0.2% |
| 3Y | +74.4% | -4.1% | +78.6% | +69.4% |
| 5Y | +13.3% | -28.3% | +41.6% | +20.8% |
| All | +3,125.8% | +140.2% | +2,985.6% | +2,394.5% |
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