+847.4%
ALL vs DPZ
+5,417.8%
-4,570.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | 0.0% | -2.5% | +2.6% | +0.7% |
| 30D | -1.5% | -7.0% | +5.5% | +0.3% |
| 3M | +23.6% | +11.6% | +12.0% | +19.6% |
| 6M | +22.3% | -15.2% | +37.5% | +26.8% |
| YTD | +26.5% | -17.2% | +43.8% | +31.7% |
| 1Y | +27.0% | -24.8% | +51.9% | +35.5% |
| 3Y | +149.6% | -8.7% | +158.2% | +147.0% |
| 5Y | +118.1% | -28.9% | +147.0% | +125.6% |
| 10Y | +369.0% | +153.6% | +215.3% | +203.9% |
| All | +847.4% | +5,417.8% | -4,570.3% | +91.2% |
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 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