+445.0%
D vs DPZ
+5,341.2%
-4,896.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.2% |
| 7D | +3.0% | +6.6% | -3.6% | +2.1% |
| 30D | +11.5% | +10.3% | +1.2% | +10.0% |
| 3M | +3.7% | -6.2% | +9.9% | +4.5% |
| 6M | +13.5% | +4.2% | +9.3% | +12.5% |
| YTD | +20.7% | -18.4% | +39.1% | +23.3% |
| 1Y | +18.2% | -14.9% | +33.2% | +20.1% |
| 3Y | +73.3% | -4.6% | +77.9% | +71.7% |
| 5Y | +12.3% | -27.4% | +39.7% | +14.0% |
| 10Y | +43.4% | +125.9% | -82.5% | +21.1% |
| All | +445.0% | +5,341.2% | -4,896.2% | +173.9% |
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