-48.1%
DOCS vs DPZ
-14.8%
-33.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.4% |
| 7D | -0.8% | +6.6% | -7.3% | -2.4% |
| 30D | +17.4% | +10.3% | +7.1% | +14.4% |
| 3M | +57.4% | -6.2% | +63.5% | +58.7% |
| 6M | +26.5% | +4.2% | +22.3% | +22.5% |
| YTD | -26.6% | -18.4% | -8.2% | -27.2% |
| 1Y | -48.1% | -14.9% | -33.1% | -51.3% |
| All | -48.1% | -14.8% | -33.3% | -51.3% |
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