-98.3%
DFNS vs DPZ
-25.6%
-72.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +3.9% |
| 7D | -16.0% | -2.5% | -13.4% | -12.0% |
| 30D | -77.7% | -7.0% | -70.7% | -75.4% |
| 3M | -77.2% | +11.6% | -88.8% | -76.6% |
| 6M | -95.2% | -15.2% | -80.0% | -93.7% |
| YTD | -98.0% | -17.2% | -80.7% | -97.2% |
| 1Y | -98.3% | -24.8% | -73.4% | -97.3% |
| All | -98.3% | -25.6% | -72.7% | -97.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling