-28.9%
DPZ vs DG
-35.8%
+7.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.6% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | +15.5% | +3.2% | +12.3% | +14.8% |
| 3M | -2.0% | +10.4% | -12.4% | -3.6% |
| 6M | +12.1% | +33.2% | -21.0% | +7.2% |
| YTD | -16.6% | +3.0% | -19.6% | -17.5% |
| 1Y | -14.6% | +31.2% | -45.8% | -18.3% |
| 3Y | -4.1% | +21.8% | -26.0% | -9.8% |
| All | -28.9% | -35.8% | +7.0% | -22.8% |
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