+100.5%
WMT vs DPZ
-10.0%
+110.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.7% |
| 7D | +0.1% | -1.5% | +1.6% | +0.4% |
| 30D | -5.0% | -4.4% | -0.5% | -4.1% |
| 3M | -11.3% | +7.6% | -18.9% | -12.8% |
| 6M | -13.8% | -16.9% | +3.2% | -10.7% |
| YTD | -4.2% | -18.6% | +14.4% | -0.4% |
| 1Y | +4.6% | -26.7% | +31.2% | +10.8% |
| 3Y | +100.5% | -9.3% | +109.8% | +99.5% |
| All | +100.5% | -10.0% | +110.5% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling