-28.6%
DPZ vs AZO
-31.1%
+2.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.7% |
| 7D | -7.3% | -0.8% | -6.5% | -7.0% |
| 30D | -7.6% | -5.1% | -2.5% | -6.0% |
| 3M | +1.8% | -7.2% | +9.0% | +4.0% |
| 6M | -21.8% | -20.7% | -1.1% | -17.4% |
| YTD | -22.0% | -14.2% | -7.8% | -19.6% |
| 1Y | -28.6% | -32.2% | +3.6% | -19.2% |
| All | -28.6% | -31.1% | +2.5% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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