+13.6%
AGG vs DPZ
-4.7%
+18.4%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.2% |
| 7D | -1.5% | +2.2% | -3.7% | -1.6% |
| 30D | +0.6% | +15.5% | -14.8% | +0.3% |
| 3M | -1.6% | -2.0% | +0.4% | -1.6% |
| 6M | -1.6% | +12.1% | -13.8% | -1.9% |
| YTD | -1.5% | -16.6% | +15.1% | -1.2% |
| 1Y | -1.1% | -14.6% | +13.5% | -0.8% |
| 3Y | +13.6% | -4.1% | +17.8% | +12.2% |
| All | +13.6% | -4.7% | +18.4% | +12.2% |
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