+130.8%
WMT vs DPZ
-34.0%
+164.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.5% |
| 7D | -0.2% | -7.3% | +7.0% | +1.1% |
| 30D | -5.8% | -7.6% | +1.7% | -4.6% |
| 3M | -10.8% | +1.8% | -12.6% | -11.2% |
| 6M | -14.3% | -21.8% | +7.5% | -10.9% |
| YTD | -4.4% | -22.0% | +17.6% | -0.6% |
| 1Y | +4.3% | -28.6% | +32.9% | +10.0% |
| 3Y | +100.1% | -13.1% | +113.2% | +102.7% |
| 5Y | +130.8% | -33.2% | +164.0% | +146.1% |
| All | +130.8% | -34.0% | +164.8% | +146.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling