+1,965.9%
DHR vs DPZ
+5,417.8%
-3,451.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | -3.9% | -2.5% | -1.3% | -3.3% |
| 30D | +4.0% | -7.0% | +11.0% | +5.7% |
| 3M | +11.5% | +11.6% | -0.1% | +8.1% |
| 6M | +1.9% | -15.2% | +17.0% | +5.4% |
| YTD | -8.9% | -17.2% | +8.3% | -5.2% |
| 1Y | +5.1% | -24.8% | +30.0% | +11.8% |
| 3Y | -10.3% | -8.7% | -1.6% | -10.3% |
| 5Y | -27.8% | -28.9% | +1.1% | -24.4% |
| 10Y | +203.6% | +153.6% | +50.0% | +121.9% |
| All | +1,965.9% | +5,417.8% | -3,451.8% | +512.0% |
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 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