+3,595.6%
DLR vs DPZ
+4,740.1%
-1,144.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | +1.6% | -2.5% | +4.1% | +2.4% |
| 30D | -3.4% | -7.0% | +3.6% | -1.4% |
| 3M | +0.5% | +11.6% | -11.1% | -3.8% |
| 6M | +4.6% | -15.2% | +19.7% | +8.8% |
| YTD | +23.4% | -17.2% | +40.7% | +29.1% |
| 1Y | +19.0% | -24.8% | +43.9% | +28.0% |
| 3Y | +56.5% | -8.7% | +65.2% | +54.5% |
| 5Y | +33.3% | -28.9% | +62.2% | +39.5% |
| 10Y | +165.1% | +153.6% | +11.5% | +59.1% |
| All | +3,595.6% | +4,740.1% | -1,144.5% | +454.2% |
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