-12.8%
DPZ vs COMP
+11.9%
-24.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.2% | +8.4% | +0.6% |
| 7D | +9.5% | -1.8% | +11.3% | +9.5% |
| 30D | +12.8% | -0.8% | +13.6% | +12.7% |
| 3M | -6.2% | -28.1% | +21.9% | -5.7% |
| 6M | +4.3% | +27.0% | -22.7% | +4.5% |
| YTD | -16.6% | -12.8% | -3.8% | -16.4% |
| 1Y | -12.8% | +4.9% | -17.7% | -13.5% |
| All | -12.8% | +11.9% | -24.7% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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