+423.1%
D vs DPZ
+5,417.8%
-4,994.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.2% |
| 7D | +0.4% | -2.5% | +3.0% | +0.8% |
| 30D | -3.6% | -7.0% | +3.4% | -2.7% |
| 3M | -1.0% | +11.6% | -12.6% | -2.7% |
| 6M | +6.3% | -15.2% | +21.5% | +8.2% |
| YTD | +14.7% | -17.2% | +32.0% | +17.0% |
| 1Y | +16.9% | -24.8% | +41.8% | +20.8% |
| 3Y | +56.8% | -8.7% | +65.5% | +56.2% |
| 5Y | +5.2% | -28.9% | +34.1% | +7.1% |
| 10Y | +35.9% | +153.6% | -117.8% | +12.9% |
| All | +423.1% | +5,417.8% | -4,994.7% | +162.6% |
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