+18.5%
D vs DPZ
-25.1%
+43.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | +1.5% | -2.5% | +4.0% | +1.6% |
| 30D | -2.6% | -7.0% | +4.4% | -2.0% |
| 3M | 0.0% | +11.6% | -11.6% | -0.9% |
| 6M | +7.4% | -15.2% | +22.5% | +7.0% |
| YTD | +15.9% | -17.2% | +33.1% | +16.7% |
| All | +18.5% | -25.1% | +43.6% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling