+66.4%
DOCN vs DPZ
-1.2%
+67.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.3% | -16.1% | -16.0% |
| 7D | -29.3% | +9.5% | -38.8% | -32.0% |
| 30D | -46.0% | +12.8% | -58.8% | -49.0% |
| 3M | -43.2% | -6.2% | -37.0% | -42.4% |
| 6M | -53.7% | +4.3% | -58.0% | -56.3% |
| YTD | +46.9% | -16.6% | +63.5% | +55.3% |
| 1Y | +54.3% | -12.8% | +67.2% | +57.9% |
| 3Y | +185.5% | -0.8% | +186.4% | +143.3% |
| 5Y | -31.1% | -25.8% | -5.3% | -25.6% |
| All | +66.4% | -1.2% | +67.6% | +62.6% |
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 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