+41.8%
APA vs DPZ
+5,341.2%
-5,299.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.1% |
| 7D | -15.5% | +6.6% | -22.1% | -16.8% |
| 30D | +2.4% | +10.3% | -7.9% | 0.0% |
| 3M | +22.8% | -6.2% | +29.0% | +23.7% |
| 6M | +17.9% | +4.2% | +13.7% | +15.5% |
| YTD | +87.7% | -18.4% | +106.1% | +93.3% |
| 1Y | +94.2% | -14.9% | +109.1% | +98.0% |
| 3Y | +27.2% | -4.6% | +31.8% | +24.7% |
| 5Y | +74.1% | -27.4% | +101.5% | +78.5% |
| 10Y | +2.6% | +125.9% | -123.3% | -25.1% |
| All | +41.8% | +5,341.2% | -5,299.4% | -63.5% |
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