-35.6%
DOCN vs DPZ
-27.1%
-8.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.4% |
| 7D | -19.2% | +6.6% | -25.7% | -21.5% |
| 30D | -43.1% | +10.3% | -53.3% | -45.7% |
| 3M | -40.7% | -6.2% | -34.5% | -40.0% |
| 6M | -55.0% | +4.2% | -59.2% | -57.7% |
| YTD | +50.6% | -18.4% | +69.0% | +61.2% |
| 1Y | +54.0% | -14.9% | +68.9% | +59.4% |
| 3Y | +203.9% | -4.6% | +208.5% | +157.8% |
| All | -35.6% | -27.1% | -8.5% | -27.6% |
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