-1.0%
DDOG vs DPZ
-13.7%
+12.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | 0.0% |
| 7D | +2.9% | +2.2% | +0.6% | +3.0% |
| 30D | -31.6% | +15.5% | -47.1% | -31.8% |
| 3M | -27.0% | -2.0% | -25.0% | -25.8% |
| 6M | -10.3% | +12.1% | -22.5% | -11.0% |
| YTD | +35.4% | -16.6% | +52.0% | +34.9% |
| 1Y | -1.0% | -14.6% | +13.6% | -3.2% |
| All | -1.0% | -13.7% | +12.7% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling