+2,883.7%
TSLA vs DPZ
+125.0%
+2,758.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.5% |
| 7D | -6.4% | +3.7% | -10.1% | -7.8% |
| 30D | -1.2% | +8.0% | -9.2% | -4.3% |
| 3M | +15.1% | -4.2% | +19.2% | +15.9% |
| 6M | -11.7% | +4.6% | -16.3% | -15.0% |
| YTD | -15.9% | -18.4% | +2.5% | -11.4% |
| 1Y | -12.0% | -16.8% | +4.8% | -8.2% |
| 3Y | +80.0% | -5.0% | +85.1% | +75.3% |
| 5Y | +10.8% | -27.8% | +38.6% | +17.9% |
| 10Y | +2,883.7% | +121.1% | +2,762.6% | +2,147.2% |
| All | +2,883.7% | +125.0% | +2,758.6% | +2,147.2% |
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