-28.0%
DPZ vs DECK
+31.2%
-59.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.0% | -0.5% | +4.3% |
| 7D | +10.1% | +10.4% | -0.3% | +8.0% |
| 30D | +14.6% | +11.1% | +3.5% | +12.3% |
| 3M | -6.8% | -10.8% | +4.0% | -4.9% |
| 6M | +4.4% | -8.7% | +13.1% | +5.8% |
| YTD | -16.8% | -14.0% | -2.8% | -15.2% |
| 1Y | -14.5% | +12.0% | -26.5% | -17.1% |
| 3Y | -1.1% | -10.5% | +9.4% | -6.8% |
| 5Y | -28.0% | +28.5% | -56.5% | -39.4% |
| All | -28.0% | +31.2% | -59.2% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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