-28.8%
DPZ vs DGX
+67.7%
-96.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -2.5% | -2.3% | -0.2% | -1.7% |
| 30D | -7.0% | +0.6% | -7.5% | -7.2% |
| 3M | +11.6% | +21.4% | -9.8% | +3.7% |
| 6M | -15.2% | +14.7% | -29.9% | -19.6% |
| YTD | -17.2% | +38.4% | -55.7% | -27.2% |
| 1Y | -24.8% | +34.0% | -58.8% | -33.2% |
| 3Y | -8.7% | +92.7% | -101.4% | -31.2% |
| All | -28.8% | +67.7% | -96.6% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling