-100.0%
DFNS vs DPZ
-6.4%
-93.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -42.8% | +3.7% | -46.5% | -43.2% |
| 30D | -67.6% | +8.0% | -75.6% | -68.0% |
| 3M | -94.9% | -4.2% | -90.7% | -94.8% |
| 6M | -96.7% | +4.6% | -101.3% | -96.7% |
| YTD | -99.6% | -18.4% | -81.2% | -99.6% |
| 1Y | -99.7% | -16.8% | -83.0% | -99.7% |
| 3Y | -100.0% | -5.0% | -94.9% | -100.0% |
| 5Y | -100.0% | -27.8% | -72.2% | -100.0% |
| All | -100.0% | -6.4% | -93.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling