+53.2%
ADP vs DPZ
-28.9%
+82.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.7% |
| 7D | -3.4% | -2.5% | -0.9% | -2.8% |
| 30D | +2.8% | -7.0% | +9.8% | +4.5% |
| 3M | +20.9% | +11.6% | +9.3% | +17.6% |
| 6M | +29.9% | -15.2% | +45.0% | +34.1% |
| YTD | +9.6% | -17.2% | +26.9% | +13.7% |
| 1Y | -5.3% | -24.8% | +19.6% | +0.4% |
| 3Y | +16.5% | -8.7% | +25.1% | +15.0% |
| All | +53.2% | -28.9% | +82.1% | +64.5% |
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