+830.8%
WMT vs DPZ
+5,417.8%
-4,586.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | +3.9% | -2.5% | +6.5% | +4.3% |
| 30D | -4.4% | -7.0% | +2.6% | -3.4% |
| 3M | -8.8% | +11.6% | -20.4% | -10.5% |
| 6M | -15.6% | -15.2% | -0.5% | -13.8% |
| YTD | -3.2% | -17.2% | +14.0% | -0.9% |
| 1Y | +7.0% | -24.8% | +31.9% | +11.2% |
| 3Y | +105.3% | -8.7% | +114.0% | +105.4% |
| 5Y | +129.3% | -28.9% | +158.2% | +134.9% |
| 10Y | +423.9% | +153.6% | +270.3% | +334.2% |
| All | +830.8% | +5,417.8% | -4,586.9% | +408.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling