+107.5%
ALL vs DPZ
-3.1%
+110.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -4.1% |
| 7D | -1.9% | +6.6% | -8.5% | -2.8% |
| 30D | +13.8% | +10.3% | +3.5% | +12.2% |
| 3M | -7.0% | -6.2% | -0.8% | -6.4% |
| 6M | +18.0% | +4.2% | +13.8% | +17.0% |
| YTD | +24.2% | -18.4% | +42.6% | +26.5% |
| 1Y | +31.2% | -14.9% | +46.1% | +32.9% |
| 3Y | +107.5% | -4.6% | +112.2% | +109.3% |
| All | +107.5% | -3.1% | +110.7% | +109.3% |
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 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