+9.9%
AWK vs DPZ
-7.0%
+16.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +1.7% | -2.5% | +4.3% | +2.2% |
| 30D | +5.6% | -7.0% | +12.5% | +6.7% |
| 3M | +15.9% | +11.6% | +4.3% | +13.6% |
| 6M | +4.6% | -15.2% | +19.7% | +6.7% |
| YTD | +10.1% | -17.2% | +27.3% | +12.6% |
| 1Y | +2.1% | -24.8% | +26.9% | +5.8% |
| All | +9.9% | -7.0% | +16.9% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling