+2,274.0%
CME vs DPZ
+5,341.2%
-3,067.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.2% |
| 7D | +0.9% | +6.6% | -5.6% | -0.9% |
| 30D | +13.2% | +10.3% | +2.9% | +10.0% |
| 3M | +16.3% | -6.2% | +22.4% | +18.0% |
| 6M | +7.1% | +4.2% | +2.9% | +5.1% |
| YTD | +15.8% | -18.4% | +34.2% | +21.2% |
| 1Y | +17.1% | -14.9% | +32.0% | +20.9% |
| 3Y | +63.2% | -4.6% | +67.8% | +58.1% |
| 5Y | +70.2% | -27.4% | +97.6% | +74.5% |
| 10Y | +337.0% | +125.9% | +211.1% | +179.1% |
| All | +2,274.0% | +5,341.2% | -3,067.2% | +311.0% |
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