-28.0%
DPZ vs APD
+22.2%
-50.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.6% | +4.9% |
| 7D | +10.1% | +3.8% | +6.3% | +8.9% |
| 30D | +14.6% | +14.1% | +0.5% | +10.4% |
| 3M | -6.8% | +8.2% | -15.0% | -8.9% |
| 6M | +4.4% | +7.5% | -3.2% | +2.0% |
| YTD | -16.8% | +31.7% | -48.5% | -23.6% |
| 1Y | -14.5% | +35.1% | -49.5% | -22.4% |
| 3Y | -1.1% | +16.8% | -17.9% | -7.0% |
| 5Y | -28.0% | +19.4% | -47.3% | -38.9% |
| All | -28.0% | +22.2% | -50.1% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling