+694.6%
DELL vs DPZ
-10.0%
+704.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +2.1% |
| 7D | +25.6% | -1.5% | +27.1% | +25.9% |
| 30D | +17.7% | -4.4% | +22.1% | +18.4% |
| 3M | +33.4% | +7.6% | +25.8% | +30.5% |
| 6M | +266.2% | -16.9% | +283.2% | +285.8% |
| YTD | +328.0% | -18.6% | +346.6% | +353.5% |
| 1Y | +339.6% | -26.7% | +366.2% | +382.4% |
| 3Y | +694.6% | -9.3% | +703.9% | +696.9% |
| All | +694.6% | -10.0% | +704.6% | +696.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling