-0.7%
AGG vs DPZ
-29.3%
+28.6%
-3.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | -1.1% | -8.6% | +7.6% | -0.9% |
| 30D | -1.1% | -11.9% | +10.8% | -0.9% |
| 3M | -1.9% | +0.4% | -2.3% | -1.9% |
| 6M | -1.7% | -19.9% | +18.2% | -1.2% |
| YTD | -1.3% | -24.4% | +23.1% | -0.6% |
| 1Y | -0.7% | -30.4% | +29.7% | +0.1% |
| All | -0.7% | -29.3% | +28.6% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling