+1,330.9%
CI vs DPZ
+5,417.8%
-4,086.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | +1.3% | -2.5% | +3.9% | +1.9% |
| 30D | +4.4% | -7.0% | +11.4% | +6.2% |
| 3M | +0.7% | +11.6% | -10.9% | -2.5% |
| 6M | +0.3% | -15.2% | +15.5% | +3.7% |
| YTD | +3.8% | -17.2% | +21.1% | +7.8% |
| 1Y | -5.5% | -24.8% | +19.4% | +0.5% |
| 3Y | +8.1% | -8.7% | +16.8% | +6.9% |
| 5Y | +42.8% | -28.9% | +71.7% | +47.1% |
| 10Y | +143.9% | +153.6% | -9.8% | +63.7% |
| All | +1,330.9% | +5,417.8% | -4,086.8% | +225.8% |
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 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