+265.0%
C vs DPZ
-9.3%
+274.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +3.6% | -2.5% | +6.2% | +4.1% |
| 30D | +0.1% | -7.0% | +7.0% | +1.3% |
| 3M | +2.4% | +11.6% | -9.2% | -0.2% |
| 6M | +24.9% | -15.2% | +40.1% | +29.2% |
| YTD | +19.8% | -17.2% | +37.1% | +24.4% |
| 1Y | +44.9% | -24.8% | +69.7% | +54.2% |
| All | +265.0% | -9.3% | +274.3% | +266.8% |
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