+5,622.1%
DPZ vs DD
+253.2%
+5,368.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -2.5% | -3.5% | +1.0% | -1.5% |
| 30D | -7.0% | -10.3% | +3.4% | -3.8% |
| 3M | +11.6% | -7.5% | +19.1% | +14.1% |
| 6M | -15.2% | -8.0% | -7.2% | -13.7% |
| YTD | -17.2% | +10.5% | -27.7% | -20.9% |
| 1Y | -24.8% | +38.3% | -63.1% | -33.4% |
| 3Y | -8.7% | +42.5% | -51.2% | -21.8% |
| 5Y | -28.9% | +60.2% | -89.1% | -42.6% |
| 10Y | +153.6% | +68.9% | +84.8% | +80.9% |
| All | +5,622.1% | +253.2% | +5,368.9% | +2,521.1% |
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