-15.7%
DPZ vs A
+16.3%
-32.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.6% |
| 7D | -2.5% | +0.7% | -3.2% | -2.5% |
| 30D | +12.5% | +0.8% | +11.7% | +12.3% |
| 3M | -5.2% | +16.9% | -22.1% | -7.4% |
| 6M | +8.8% | +53.8% | -45.0% | +0.8% |
| YTD | -18.7% | +28.1% | -46.8% | -21.6% |
| 1Y | -15.7% | +15.0% | -30.7% | -15.8% |
| All | -15.7% | +16.3% | -32.0% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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