+715.2%
DIA vs DPZ
+5,341.2%
-4,626.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | -0.9% | +6.6% | -7.5% | -2.3% |
| 30D | +0.3% | +10.3% | -10.0% | -1.9% |
| 3M | -4.5% | -6.2% | +1.7% | -3.4% |
| 6M | +3.4% | +4.2% | -0.9% | +1.7% |
| YTD | +7.8% | -18.4% | +26.2% | +11.5% |
| 1Y | +10.7% | -14.9% | +25.7% | +13.5% |
| 3Y | +57.5% | -4.6% | +62.2% | +55.2% |
| 5Y | +53.7% | -27.4% | +81.1% | +58.1% |
| 10Y | +247.2% | +125.9% | +121.3% | +163.7% |
| All | +715.2% | +5,341.2% | -4,626.0% | +175.8% |
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