+175.3%
B vs DPZ
+5,460.8%
-5,285.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +4.3% | +9.5% | -5.2% | +3.4% |
| 30D | -0.9% | +12.8% | -13.7% | -2.1% |
| 3M | -1.4% | -6.2% | +4.9% | -0.9% |
| 6M | +5.0% | +4.3% | +0.8% | +4.2% |
| YTD | -5.8% | -16.6% | +10.8% | -4.6% |
| 1Y | +25.6% | -12.8% | +38.4% | +26.6% |
| 3Y | +161.6% | -0.8% | +162.4% | +159.7% |
| 5Y | +135.2% | -25.8% | +161.0% | +137.8% |
| 10Y | +170.7% | +130.9% | +39.9% | +145.0% |
| All | +175.3% | +5,460.8% | -5,285.5% | +50.5% |
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