+90.9%
APA vs DPZ
-28.5%
+119.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.2% |
| 7D | +8.5% | +2.2% | +6.3% | +8.2% |
| 30D | +2.8% | +15.5% | -12.7% | +0.2% |
| 3M | +21.7% | -2.0% | +23.7% | +21.8% |
| 6M | +32.6% | +12.1% | +20.5% | +28.5% |
| YTD | +103.7% | -16.6% | +120.3% | +110.4% |
| 1Y | +101.8% | -14.6% | +116.4% | +107.0% |
| 3Y | +48.1% | -4.1% | +52.2% | +45.4% |
| All | +90.9% | -28.5% | +119.4% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling