+32.3%
DLR vs DPZ
-27.1%
+59.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | -3.6% | +6.6% | -10.2% | -4.9% |
| 30D | -3.5% | +10.3% | -13.8% | -5.5% |
| 3M | -8.9% | -6.2% | -2.8% | -8.0% |
| 6M | -11.6% | +4.2% | -15.8% | -13.1% |
| YTD | +14.9% | -18.4% | +33.3% | +19.5% |
| 1Y | +6.4% | -14.9% | +21.4% | +9.3% |
| 3Y | +47.3% | -4.6% | +51.9% | +42.8% |
| All | +32.3% | -27.1% | +59.4% | +41.6% |
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