+4,681.2%
DELL vs DPZ
+165.6%
+4,515.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.9% |
| 7D | +14.9% | -2.5% | +17.4% | +15.6% |
| 30D | +13.3% | -7.0% | +20.2% | +14.9% |
| 3M | +24.4% | +11.6% | +12.8% | +20.1% |
| 6M | +258.0% | -15.2% | +273.2% | +268.8% |
| YTD | +320.2% | -17.2% | +337.4% | +335.3% |
| 1Y | +319.1% | -24.8% | +343.9% | +343.8% |
| 3Y | +706.5% | -8.7% | +715.2% | +706.7% |
| 5Y | +1,071.9% | -28.9% | +1,100.8% | +1,112.6% |
| 10Y | +4,683.5% | +153.6% | +4,529.8% | +3,796.6% |
| All | +4,681.2% | +165.6% | +4,515.6% | +3,800.7% |
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