-99.9%
DFNS vs DPZ
-5.0%
-94.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | -16.0% | -2.5% | -13.4% | -15.6% |
| 30D | -77.7% | -7.0% | -70.7% | -77.5% |
| 3M | -77.2% | +11.6% | -88.8% | -76.6% |
| 6M | -95.2% | -15.2% | -80.0% | -95.2% |
| YTD | -98.0% | -17.2% | -80.7% | -98.0% |
| 1Y | -98.3% | -24.8% | -73.4% | -98.3% |
| 3Y | -99.9% | -8.7% | -91.2% | -99.9% |
| 5Y | -99.9% | -28.9% | -70.9% | -99.9% |
| All | -99.9% | -5.0% | -94.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling