-8.4%
DPZ vs DGX
+93.3%
-101.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -2.5% | -2.3% | -0.2% | -1.9% |
| 30D | -7.0% | +0.6% | -7.5% | -7.1% |
| 3M | +11.6% | +21.4% | -9.8% | +5.6% |
| 6M | -15.2% | +14.7% | -29.9% | -18.7% |
| YTD | -17.2% | +38.4% | -55.7% | -24.6% |
| 1Y | -24.8% | +34.0% | -58.8% | -31.0% |
| All | -8.4% | +93.3% | -101.7% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling