-2.8%
DPZ vs COMP
+346.2%
-349.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.7% | -2.3% | +5.0% |
| 7D | +10.1% | +9.5% | +0.6% | +9.5% |
| 30D | +14.6% | +8.1% | +6.5% | +14.0% |
| 3M | -6.8% | -16.3% | +9.6% | -6.0% |
| 6M | +4.4% | +42.2% | -37.8% | +1.6% |
| YTD | -16.8% | -5.0% | -11.8% | -17.4% |
| 1Y | -14.5% | +20.1% | -34.6% | -16.5% |
| All | -2.8% | +346.2% | -349.0% | -16.8% |
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