+467.1%
DDOG vs DPZ
+52.0%
+415.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.1% |
| 7D | -10.1% | -2.5% | -7.6% | -9.2% |
| 30D | -24.8% | -7.0% | -17.8% | -22.7% |
| 3M | -12.6% | +11.6% | -24.2% | -17.3% |
| 6M | +79.9% | -15.2% | +95.1% | +90.5% |
| YTD | +56.6% | -17.2% | +73.8% | +66.9% |
| 1Y | +61.6% | -24.8% | +86.4% | +79.2% |
| 3Y | +117.9% | -8.7% | +126.5% | +113.1% |
| 5Y | +54.2% | -28.9% | +83.1% | +64.5% |
| All | +467.1% | +52.0% | +415.1% | +352.5% |
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