+35.2%
APA vs DPZ
+5,417.8%
-5,382.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.8% |
| 7D | +0.5% | -2.5% | +3.1% | +1.1% |
| 30D | +23.4% | -7.0% | +30.4% | +25.1% |
| 3M | +12.7% | +11.6% | +1.1% | +9.2% |
| 6M | +39.4% | -15.2% | +54.6% | +43.0% |
| YTD | +79.0% | -17.2% | +96.2% | +84.5% |
| 1Y | +88.8% | -24.8% | +113.7% | +98.7% |
| 3Y | +6.4% | -8.7% | +15.0% | +5.6% |
| 5Y | +153.0% | -28.9% | +181.9% | +161.3% |
| 10Y | +7.5% | +153.6% | -146.1% | -23.5% |
| All | +35.2% | +5,417.8% | -5,382.6% | -65.1% |
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