+165.5%
YUM vs DPZ
+141.0%
+24.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | -6.1% | -8.6% | +2.6% | -3.9% |
| 30D | -5.8% | -11.9% | +6.1% | -2.8% |
| 3M | -7.6% | +0.4% | -8.0% | -8.1% |
| 6M | -9.1% | -19.9% | +10.7% | -4.5% |
| YTD | -5.5% | -24.4% | +18.9% | +0.7% |
| 1Y | -3.7% | -30.4% | +26.7% | +4.7% |
| 3Y | +17.8% | -17.4% | +35.2% | +21.5% |
| 5Y | +19.3% | -34.6% | +53.9% | +27.2% |
| All | +165.5% | +141.0% | +24.5% | +116.7% |
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