+2,298.8%
CME vs DPZ
+5,272.5%
-2,973.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +1.7% | +2.2% | -0.5% | +1.0% |
| 30D | +10.2% | +6.7% | +3.5% | +8.0% |
| 3M | +17.8% | -4.5% | +22.3% | +18.9% |
| 6M | +11.0% | +3.3% | +7.7% | +9.1% |
| YTD | +17.0% | -19.4% | +36.5% | +22.9% |
| 1Y | +15.8% | -17.3% | +33.1% | +20.6% |
| 3Y | +61.8% | -8.4% | +70.2% | +58.6% |
| 5Y | +72.5% | -28.2% | +100.7% | +77.3% |
| 10Y | +288.0% | +130.9% | +157.1% | +145.9% |
| All | +2,298.8% | +5,272.5% | -2,973.7% | +316.8% |
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