-2.5%
DPZ vs A
+61.4%
-64.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.9% |
| 7D | +9.5% | -5.2% | +14.7% | +10.7% |
| 30D | +12.8% | +1.4% | +11.4% | +12.3% |
| 3M | -6.2% | +21.9% | -28.2% | -10.7% |
| 6M | +4.3% | +46.7% | -42.4% | -5.4% |
| YTD | -16.6% | +27.2% | -43.8% | -21.7% |
| 1Y | -12.8% | +17.9% | -30.8% | -16.6% |
| All | -2.5% | +61.4% | -64.0% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling