-56.2%
C vs DPZ
+5,460.8%
-5,517.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.1% |
| 7D | -5.3% | +9.5% | -14.8% | -8.5% |
| 30D | -7.3% | +12.8% | -20.1% | -11.4% |
| 3M | -13.5% | -6.2% | -7.2% | -11.8% |
| 6M | -6.5% | +4.3% | -10.7% | -9.2% |
| YTD | +3.6% | -16.6% | +20.2% | +8.5% |
| 1Y | +18.9% | -12.8% | +31.7% | +22.2% |
| 3Y | +205.0% | -0.8% | +205.8% | +190.9% |
| 5Y | +109.4% | -25.8% | +135.2% | +116.4% |
| 10Y | +232.9% | +130.9% | +102.0% | +88.3% |
| All | -56.2% | +5,460.8% | -5,517.0% | -94.5% |
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