+2,954.5%
DELL vs DPZ
+158.6%
+2,795.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.2% |
| 7D | -18.1% | +2.2% | -20.3% | -18.6% |
| 30D | -42.9% | +6.7% | -49.6% | -43.8% |
| 3M | -26.9% | -4.5% | -22.3% | -26.6% |
| 6M | +28.8% | +3.3% | +25.5% | +26.1% |
| YTD | +168.4% | -19.4% | +187.9% | +178.3% |
| 1Y | +136.8% | -17.3% | +154.1% | +143.6% |
| 3Y | +375.3% | -8.4% | +383.7% | +373.0% |
| 5Y | +551.0% | -28.2% | +579.2% | +569.7% |
| 10Y | +2,566.3% | +130.9% | +2,435.4% | +2,070.8% |
| All | +2,954.5% | +158.6% | +2,795.9% | +2,393.7% |
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