+3,122.2%
DE vs DPZ
+5,417.8%
-2,295.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +10.0% | -2.5% | +12.6% | +10.8% |
| 30D | +13.3% | -7.0% | +20.3% | +15.5% |
| 3M | +17.5% | +11.6% | +5.9% | +13.3% |
| 6M | +13.6% | -15.2% | +28.7% | +17.8% |
| YTD | +49.8% | -17.2% | +67.0% | +56.1% |
| 1Y | +47.9% | -24.8% | +72.7% | +58.2% |
| 3Y | +72.5% | -8.7% | +81.2% | +71.3% |
| 5Y | +90.2% | -28.9% | +119.1% | +98.2% |
| 10Y | +865.4% | +153.6% | +711.7% | +538.5% |
| All | +3,122.2% | +5,417.8% | -2,295.5% | +535.9% |
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