+3,340.7%
DLR vs DPZ
+4,673.0%
-1,332.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.4% |
| 7D | -3.6% | +6.6% | -10.2% | -5.6% |
| 30D | -3.5% | +10.3% | -13.8% | -6.6% |
| 3M | -8.9% | -6.2% | -2.8% | -7.7% |
| 6M | -11.6% | +4.2% | -15.8% | -13.9% |
| YTD | +14.9% | -18.4% | +33.3% | +20.3% |
| 1Y | +6.4% | -14.9% | +21.4% | +9.7% |
| 3Y | +47.3% | -4.6% | +51.9% | +42.8% |
| 5Y | +32.8% | -27.4% | +60.2% | +37.7% |
| 10Y | +169.6% | +125.9% | +43.6% | +68.5% |
| All | +3,340.7% | +4,673.0% | -1,332.3% | +416.2% |
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