+1,435.4%
CI vs DPZ
+5,460.8%
-4,025.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.0% | +9.5% | -8.5% | -1.3% |
| 30D | +9.9% | +12.8% | -2.9% | +6.6% |
| 3M | +12.1% | -6.2% | +18.3% | +13.6% |
| 6M | +10.6% | +4.3% | +6.3% | +8.8% |
| YTD | +11.4% | -16.6% | +28.0% | +15.3% |
| 1Y | +18.8% | -12.8% | +31.6% | +21.6% |
| 3Y | +2.9% | -0.8% | +3.7% | -0.4% |
| 5Y | +54.5% | -25.8% | +80.3% | +57.5% |
| 10Y | +175.7% | +130.9% | +44.9% | +90.4% |
| All | +1,435.4% | +5,460.8% | -4,025.4% | +248.7% |
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