+1,042.6%
AWK vs DPZ
+3,269.2%
-2,226.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.1% |
| 7D | +4.1% | +6.6% | -2.5% | +3.1% |
| 30D | +18.0% | +10.3% | +7.7% | +16.3% |
| 3M | +12.2% | -6.2% | +18.4% | +13.1% |
| 6M | +21.2% | +4.2% | +17.0% | +20.2% |
| YTD | +17.6% | -18.4% | +35.9% | +20.5% |
| 1Y | +19.2% | -14.9% | +34.2% | +21.4% |
| 3Y | +26.7% | -4.6% | +31.4% | +25.6% |
| 5Y | -1.3% | -27.4% | +26.1% | +0.5% |
| 10Y | +159.7% | +125.9% | +33.7% | +120.7% |
| All | +1,042.6% | +3,269.2% | -2,226.6% | +514.2% |
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