+5,666.8%
DPZ vs DD
+289.0%
+5,377.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +1.5% |
| 7D | +9.5% | +3.1% | +6.4% | +8.2% |
| 30D | +12.8% | +8.7% | +4.1% | +9.7% |
| 3M | -6.2% | -1.2% | -5.0% | -6.2% |
| 6M | +4.3% | -1.1% | +5.3% | +3.8% |
| YTD | -16.6% | +21.7% | -38.3% | -22.9% |
| 1Y | -12.8% | +24.0% | -36.9% | -19.9% |
| 3Y | -0.8% | +75.6% | -76.5% | -20.6% |
| 5Y | -25.8% | +58.2% | -84.0% | -39.7% |
| 10Y | +130.9% | +88.0% | +42.9% | +58.7% |
| All | +5,666.8% | +289.0% | +5,377.7% | +2,456.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling