-2.5%
DPZ vs DD
+76.0%
-78.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +1.0% |
| 7D | +9.5% | +3.1% | +6.4% | +8.7% |
| 30D | +12.8% | +8.7% | +4.1% | +10.8% |
| 3M | -6.2% | -1.2% | -5.0% | -6.2% |
| 6M | +4.3% | -1.1% | +5.3% | +4.0% |
| YTD | -16.6% | +21.7% | -38.3% | -21.2% |
| 1Y | -12.8% | +24.0% | -36.9% | -18.0% |
| All | -2.5% | +76.0% | -78.6% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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