+3,036.8%
DE vs DPZ
+5,462.3%
-2,425.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.5% |
| 7D | +0.3% | +2.2% | -1.9% | -0.4% |
| 30D | +3.6% | +15.5% | -11.9% | -0.6% |
| 3M | +10.2% | -2.0% | +12.3% | +10.4% |
| 6M | +16.6% | +12.1% | +4.4% | +11.8% |
| YTD | +45.8% | -16.6% | +62.4% | +51.1% |
| 1Y | +43.9% | -14.6% | +58.5% | +48.1% |
| 3Y | +89.6% | -4.1% | +93.8% | +85.4% |
| 5Y | +100.3% | -28.3% | +128.6% | +107.8% |
| 10Y | +760.8% | +141.3% | +619.5% | +477.9% |
| All | +3,036.8% | +5,462.3% | -2,425.5% | +515.7% |
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