+29.4%
B vs DPZ
-14.7%
+44.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.4% | +2.9% | +8.4% |
| 7D | +1.1% | +10.1% | -9.0% | +1.5% |
| 30D | +0.3% | +14.6% | -14.3% | +0.9% |
| 3M | +5.4% | -6.8% | +12.2% | +4.5% |
| 6M | +5.5% | +4.4% | +1.1% | +5.4% |
| YTD | -6.3% | -16.8% | +10.5% | -7.5% |
| 1Y | +29.4% | -14.5% | +43.8% | +32.1% |
| All | +29.4% | -14.7% | +44.0% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling