-28.8%
DPZ vs DAR
-11.0%
-17.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | -2.5% | +1.4% | -3.9% | -2.8% |
| 30D | -7.0% | +12.8% | -19.7% | -8.6% |
| 3M | +11.6% | +7.4% | +4.2% | +10.1% |
| 6M | -15.2% | +22.3% | -37.4% | -18.1% |
| YTD | -17.2% | +81.1% | -98.3% | -25.0% |
| 1Y | -24.8% | +106.5% | -131.3% | -33.4% |
| 3Y | -8.7% | +5.3% | -14.0% | -11.3% |
| All | -28.8% | -11.0% | -17.9% | -32.1% |
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