+2,737.0%
TSLA vs DPZ
+143.2%
+2,593.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +1.4% |
| 7D | +3.0% | -7.3% | +10.3% | +5.9% |
| 30D | +11.2% | -7.6% | +18.7% | +14.1% |
| 3M | -7.3% | +1.8% | -9.1% | -9.1% |
| 6M | -7.7% | -21.8% | +14.1% | -0.4% |
| YTD | -18.2% | -22.0% | +3.8% | -11.9% |
| 1Y | +6.0% | -28.6% | +34.6% | +18.0% |
| 3Y | +48.0% | -13.1% | +61.1% | +49.9% |
| 5Y | +46.2% | -33.2% | +79.4% | +60.6% |
| 10Y | +2,737.0% | +147.0% | +2,590.0% | +1,864.6% |
| All | +2,737.0% | +143.2% | +2,593.8% | +1,864.6% |
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 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