+95.8%
AGG vs DPZ
+5,417.8%
-5,322.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.1% |
| 7D | -0.2% | -2.5% | +2.4% | -0.2% |
| 30D | -0.4% | -7.0% | +6.6% | -0.4% |
| 3M | -0.7% | +11.6% | -12.3% | -0.7% |
| 6M | -1.5% | -15.2% | +13.6% | -1.5% |
| YTD | -0.3% | -17.2% | +17.0% | -0.3% |
| 1Y | +1.3% | -24.8% | +26.2% | +1.3% |
| 3Y | +13.2% | -8.7% | +21.9% | +13.3% |
| 5Y | -1.4% | -28.9% | +27.5% | -1.6% |
| 10Y | +14.9% | +153.6% | -138.8% | +16.6% |
| All | +95.8% | +5,417.8% | -5,322.0% | +107.3% |
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