-100.0%
DFNS vs DPZ
-27.1%
-72.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.2% | -10.1% | -11.8% |
| 7D | -44.0% | +6.6% | -50.6% | -44.8% |
| 30D | -69.1% | +10.3% | -79.4% | -69.8% |
| 3M | -95.6% | -6.2% | -89.5% | -95.6% |
| 6M | -96.2% | +4.2% | -100.4% | -96.1% |
| YTD | -99.6% | -18.4% | -81.2% | -99.6% |
| 1Y | -99.7% | -14.9% | -84.8% | -99.7% |
| 3Y | -100.0% | -4.6% | -95.3% | -100.0% |
| All | -100.0% | -27.1% | -72.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling