-16.1%
AA vs DPZ
+5,417.8%
-5,433.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.5% |
| 7D | -0.7% | -2.5% | +1.9% | +0.2% |
| 30D | +5.0% | -7.0% | +11.9% | +7.3% |
| 3M | -35.8% | +11.6% | -47.4% | -38.8% |
| 6M | -18.4% | -15.2% | -3.2% | -15.2% |
| YTD | -5.5% | -17.2% | +11.8% | -1.3% |
| 1Y | +61.0% | -24.8% | +85.8% | +73.5% |
| 3Y | +66.2% | -8.7% | +74.9% | +65.3% |
| 5Y | +11.4% | -28.9% | +40.3% | +17.7% |
| 10Y | +116.9% | +153.6% | -36.8% | +32.5% |
| All | -16.1% | +5,417.8% | -5,433.8% | -86.4% |
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