-25.8%
DPZ vs DG
-33.8%
+8.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.8% | +0.7% |
| 7D | +9.5% | +6.1% | +3.4% | +8.4% |
| 30D | +12.8% | +11.9% | +0.8% | +10.7% |
| 3M | -6.2% | +9.3% | -15.5% | -7.7% |
| 6M | +4.3% | +19.1% | -14.9% | +1.2% |
| YTD | -16.6% | +5.9% | -22.5% | -17.9% |
| 1Y | -12.8% | +39.8% | -52.6% | -17.5% |
| 3Y | -0.8% | +23.4% | -24.2% | -6.8% |
| 5Y | -25.8% | -33.3% | +7.5% | -19.6% |
| All | -25.8% | -33.8% | +8.0% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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