+391.7%
APP vs DPZ
-6.5%
+398.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +3.1% |
| 7D | +0.9% | -2.5% | +3.4% | +2.3% |
| 30D | -23.3% | -7.0% | -16.3% | -20.3% |
| 3M | -42.6% | +11.6% | -54.2% | -46.7% |
| 6M | -33.6% | -15.2% | -18.4% | -28.1% |
| YTD | -52.4% | -17.2% | -35.2% | -48.2% |
| 1Y | -35.9% | -24.8% | -11.0% | -26.3% |
| 3Y | +642.2% | -8.7% | +650.9% | +598.3% |
| 5Y | +311.1% | -28.9% | +340.0% | +354.2% |
| All | +391.7% | -6.5% | +398.2% | +304.8% |
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 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