-2.5%
DPZ vs APD
+13.4%
-15.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.9% |
| 7D | +9.5% | -0.7% | +10.2% | +9.7% |
| 30D | +12.8% | +10.1% | +2.7% | +10.6% |
| 3M | -6.2% | +4.9% | -11.1% | -7.1% |
| 6M | +4.3% | +2.5% | +1.8% | +3.6% |
| YTD | -16.6% | +27.8% | -44.4% | -20.9% |
| 1Y | -12.8% | +32.9% | -45.7% | -18.2% |
| All | -2.5% | +13.4% | -15.9% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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