+351.3%
DAL vs DPZ
+2,213.3%
-1,862.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.5% |
| 7D | +0.1% | -2.5% | +2.7% | +1.2% |
| 30D | -13.9% | -7.0% | -7.0% | -11.5% |
| 3M | +1.1% | +11.6% | -10.5% | -4.0% |
| 6M | +26.2% | -15.2% | +41.4% | +33.4% |
| YTD | +16.4% | -17.2% | +33.7% | +23.8% |
| 1Y | +33.9% | -24.8% | +58.7% | +47.7% |
| 3Y | +93.4% | -8.7% | +102.0% | +92.0% |
| 5Y | +106.4% | -28.9% | +135.3% | +120.1% |
| 10Y | +143.0% | +153.6% | -10.7% | +19.6% |
| All | +351.3% | +2,213.3% | -1,862.0% | -49.3% |
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