+446.2%
APP vs DPZ
-5.8%
+451.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.3% | +30.8% | +30.9% |
| 7D | +39.7% | +9.5% | +30.2% | +33.3% |
| 30D | +27.7% | +12.8% | +14.9% | +19.7% |
| 3M | -14.8% | -6.2% | -8.5% | -12.0% |
| 6M | -25.5% | +4.3% | -29.8% | -28.2% |
| YTD | -47.2% | -16.6% | -30.5% | -42.8% |
| 1Y | -42.3% | -12.8% | -29.5% | -39.5% |
| 3Y | +806.8% | -0.8% | +807.6% | +702.0% |
| 5Y | +261.6% | -25.8% | +287.4% | +293.3% |
| All | +446.2% | -5.8% | +451.9% | +347.0% |
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