-8.4%
DPZ vs COMP
+215.9%
-224.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.7% |
| 7D | -2.5% | +1.4% | -3.9% | -2.6% |
| 30D | -7.0% | -13.3% | +6.4% | -6.2% |
| 3M | +11.6% | +41.1% | -29.5% | +9.0% |
| 6M | -15.2% | +17.2% | -32.3% | -16.6% |
| YTD | -17.2% | +5.2% | -22.5% | -18.3% |
| 1Y | -24.8% | +18.9% | -43.8% | -26.7% |
| All | -8.4% | +215.9% | -224.3% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling