-61.5%
DOCS vs DPZ
-25.6%
-36.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.4% |
| 7D | -1.4% | -2.5% | +1.1% | -0.9% |
| 30D | +21.8% | -7.0% | +28.8% | +23.6% |
| 3M | +27.3% | +11.6% | +15.7% | +23.2% |
| 6M | -0.3% | -15.2% | +14.8% | -1.6% |
| YTD | -40.5% | -17.2% | -23.2% | -40.9% |
| 1Y | -61.5% | -24.8% | -36.7% | -60.4% |
| All | -61.5% | -25.6% | -36.0% | -60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling