+381.8%
DAL vs DPZ
+2,231.3%
-1,849.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.5% |
| 7D | +4.6% | +9.5% | -4.9% | +0.9% |
| 30D | +2.3% | +12.8% | -10.5% | -2.6% |
| 3M | -8.1% | -6.2% | -1.9% | -6.0% |
| 6M | +21.4% | +4.3% | +17.2% | +18.1% |
| YTD | +24.3% | -16.6% | +40.9% | +31.5% |
| 1Y | +47.4% | -12.8% | +60.2% | +53.0% |
| 3Y | +164.6% | -0.8% | +165.4% | +154.1% |
| 5Y | +100.2% | -25.8% | +126.0% | +110.1% |
| 10Y | +124.9% | +130.9% | -6.0% | +16.4% |
| All | +381.8% | +2,231.3% | -1,849.5% | -46.1% |
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