-100.0%
DFNS vs DPZ
-28.5%
-71.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.5% | -8.0% | -5.9% |
| 7D | -6.0% | +2.2% | -8.2% | -6.4% |
| 30D | -71.2% | +15.5% | -86.7% | -72.1% |
| 3M | -94.5% | -2.0% | -92.5% | -94.5% |
| 6M | -96.5% | +12.1% | -108.7% | -96.4% |
| YTD | -99.6% | -16.6% | -83.0% | -99.6% |
| 1Y | -99.7% | -14.6% | -85.1% | -99.7% |
| 3Y | -100.0% | -4.1% | -95.8% | -100.0% |
| All | -100.0% | -28.5% | -71.4% | -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