+166.1%
B vs DPZ
-3.1%
+169.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +9.6% | +6.6% | +3.0% | +8.7% |
| 30D | +3.5% | +10.3% | -6.8% | +2.2% |
| 3M | -1.6% | -6.2% | +4.6% | -0.9% |
| 6M | -1.7% | +4.2% | -5.9% | -2.8% |
| YTD | -5.3% | -18.4% | +13.1% | -2.2% |
| 1Y | +27.2% | -14.9% | +42.1% | +30.1% |
| 3Y | +166.1% | -4.6% | +170.7% | +160.6% |
| All | +166.1% | -3.1% | +169.2% | +160.6% |
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