-25.8%
DPZ vs DD
+59.7%
-85.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +1.2% |
| 7D | +9.5% | +3.1% | +6.4% | +8.5% |
| 30D | +12.8% | +8.7% | +4.1% | +10.3% |
| 3M | -6.2% | -1.2% | -5.0% | -6.2% |
| 6M | +4.3% | -1.1% | +5.3% | +3.9% |
| YTD | -16.6% | +21.7% | -38.3% | -22.0% |
| 1Y | -12.8% | +24.0% | -36.9% | -18.9% |
| 3Y | -0.8% | +75.6% | -76.5% | -18.6% |
| 5Y | -25.8% | +58.2% | -84.0% | -39.0% |
| All | -25.8% | +59.7% | -85.5% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling