+55.8%
DOCS vs DPZ
-1.0%
+56.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -1.3% | +9.5% | -10.8% | -4.0% |
| 30D | +19.4% | +12.8% | +6.6% | +15.1% |
| 3M | +53.4% | -6.2% | +59.6% | +55.8% |
| 6M | +28.8% | +4.3% | +24.5% | +26.1% |
| YTD | -25.1% | -16.6% | -8.5% | -22.2% |
| 1Y | -48.1% | -12.8% | -35.3% | -46.9% |
| All | +55.8% | -1.0% | +56.8% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling