-28.2%
DHR vs DPZ
-30.2%
+1.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | -0.8% | -1.5% | +0.6% | -0.4% |
| 30D | +0.2% | -4.4% | +4.7% | +1.5% |
| 3M | +12.1% | +7.6% | +4.4% | +9.0% |
| 6M | +5.4% | -16.9% | +22.4% | +10.6% |
| YTD | -10.0% | -18.6% | +8.7% | -5.1% |
| 1Y | +4.1% | -26.7% | +30.7% | +13.2% |
| 3Y | -5.2% | -9.3% | +4.1% | -5.8% |
| 5Y | -28.2% | -31.0% | +2.8% | -22.0% |
| All | -28.2% | -30.2% | +1.9% | -22.0% |
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