+5,650.9%
DPZ vs A
+1,033.4%
+4,617.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.5% | +5.1% |
| 7D | +10.1% | -2.4% | +12.5% | +11.0% |
| 30D | +14.6% | +3.6% | +11.0% | +12.9% |
| 3M | -6.8% | +27.5% | -34.2% | -15.6% |
| 6M | +4.4% | +58.5% | -54.1% | -14.0% |
| YTD | -16.8% | +31.2% | -48.0% | -26.6% |
| 1Y | -14.5% | +22.2% | -36.6% | -22.5% |
| 3Y | -1.1% | +66.2% | -67.3% | -23.0% |
| 5Y | -28.0% | +16.5% | -44.4% | -36.8% |
| 10Y | +130.2% | +332.0% | -201.7% | +9.1% |
| All | +5,650.9% | +1,033.4% | +4,617.5% | +1,551.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling