+453.2%
D vs DPZ
+5,460.8%
-5,007.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | +6.9% | +9.5% | -2.6% | +5.7% |
| 30D | +12.3% | +12.8% | -0.5% | +10.5% |
| 3M | +3.0% | -6.2% | +9.3% | +3.8% |
| 6M | +12.8% | +4.3% | +8.5% | +11.8% |
| YTD | +22.6% | -16.6% | +39.2% | +24.9% |
| 1Y | +21.7% | -12.8% | +34.5% | +23.1% |
| 3Y | +83.9% | -0.8% | +84.8% | +81.2% |
| 5Y | +14.0% | -25.8% | +39.8% | +15.4% |
| 10Y | +45.6% | +130.9% | -85.3% | +22.5% |
| All | +453.2% | +5,460.8% | -5,007.6% | +177.3% |
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