+829.1%
DHI vs DPZ
+5,326.0%
-4,496.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.2% |
| 7D | -2.0% | -1.5% | -0.6% | -1.4% |
| 30D | -8.3% | -4.4% | -3.9% | -6.5% |
| 3M | -3.7% | +7.6% | -11.4% | -7.5% |
| 6M | -5.4% | -16.9% | +11.6% | +1.9% |
| YTD | -3.0% | -18.6% | +15.6% | +5.1% |
| 1Y | -23.8% | -26.7% | +2.8% | -13.4% |
| 3Y | +21.8% | -9.3% | +31.1% | +21.0% |
| 5Y | +59.6% | -31.0% | +90.6% | +75.6% |
| 10Y | +391.2% | +152.4% | +238.8% | +146.0% |
| All | +829.1% | +5,326.0% | -4,496.9% | -26.2% |
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