-25.8%
DPZ vs DAR
-40.1%
+14.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +0.7% |
| 7D | +9.5% | -8.1% | +17.6% | +10.6% |
| 30D | +12.8% | -17.1% | +29.9% | +15.4% |
| 3M | -6.2% | -12.3% | +6.0% | -5.1% |
| 6M | +4.3% | -21.8% | +26.1% | +7.0% |
| YTD | -16.6% | +40.8% | -57.4% | -22.2% |
| 1Y | -12.8% | +57.4% | -70.2% | -20.2% |
| 3Y | -0.8% | +12.1% | -13.0% | -6.7% |
| 5Y | -25.8% | -40.2% | +14.4% | -22.8% |
| All | -25.8% | -40.1% | +14.3% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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