+747.8%
DIA vs DPZ
+5,417.8%
-4,669.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -0.2% | -2.5% | +2.4% | +0.4% |
| 30D | -1.5% | -7.0% | +5.4% | -0.1% |
| 3M | +3.8% | +11.6% | -7.8% | +0.9% |
| 6M | +10.3% | -15.2% | +25.4% | +13.5% |
| YTD | +12.1% | -17.2% | +29.3% | +15.8% |
| 1Y | +18.6% | -24.8% | +43.5% | +25.0% |
| 3Y | +60.6% | -8.7% | +69.3% | +59.9% |
| 5Y | +64.4% | -28.9% | +93.3% | +70.0% |
| 10Y | +250.1% | +153.6% | +96.5% | +159.1% |
| All | +747.8% | +5,417.8% | -4,669.9% | +186.5% |
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