-5.4%
DHI vs DPZ
-19.9%
+14.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.7% |
| 7D | -2.3% | -7.3% | +4.9% | +0.1% |
| 30D | -5.3% | -7.6% | +2.3% | -2.9% |
| 3M | -7.8% | +1.8% | -9.6% | -7.8% |
| 6M | -5.4% | -21.8% | +16.4% | +5.4% |
| All | -5.4% | -19.9% | +14.6% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling