-100.0%
DFNS vs DPZ
-7.1%
-92.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.4% | -20.8% | -19.8% |
| 7D | -12.7% | -2.5% | -10.2% | -12.0% |
| 30D | -65.2% | +12.5% | -77.8% | -66.9% |
| 3M | -94.6% | -5.2% | -89.4% | -94.5% |
| 6M | -96.2% | +8.8% | -105.0% | -96.0% |
| YTD | -99.6% | -18.7% | -80.9% | -99.6% |
| 1Y | -99.7% | -15.7% | -84.0% | -99.7% |
| All | -100.0% | -7.1% | -92.9% | -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 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