+47.8%
ADP vs DPZ
-3.1%
+50.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.7% |
| 7D | +3.2% | +6.6% | -3.3% | +1.8% |
| 30D | +14.9% | +10.3% | +4.6% | +12.4% |
| 3M | +11.6% | -6.2% | +17.8% | +12.9% |
| 6M | +48.5% | +4.2% | +44.2% | +46.6% |
| YTD | +20.6% | -18.4% | +39.0% | +23.7% |
| 1Y | +23.7% | -14.9% | +38.6% | +25.9% |
| 3Y | +47.8% | -4.6% | +52.4% | +50.2% |
| All | +47.8% | -3.1% | +50.9% | +50.2% |
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