+11.7%
D vs DPZ
-28.5%
+40.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.1% |
| 7D | -1.4% | +2.2% | -3.6% | -1.7% |
| 30D | +7.7% | +15.5% | -7.7% | +5.7% |
| 3M | -0.3% | -2.0% | +1.7% | -0.2% |
| 6M | +10.1% | +12.1% | -2.1% | +8.0% |
| YTD | +19.1% | -16.6% | +35.7% | +21.2% |
| 1Y | +15.9% | -14.6% | +30.5% | +17.5% |
| 3Y | +75.0% | -4.1% | +79.1% | +72.1% |
| All | +11.7% | -28.5% | +40.2% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling