+5,622.1%
DPZ vs DOC
+203.9%
+5,418.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | -2.5% | -1.5% | -1.1% | -2.1% |
| 30D | -7.0% | -4.8% | -2.2% | -5.5% |
| 3M | +11.6% | +6.9% | +4.7% | +9.0% |
| 6M | -15.2% | +20.7% | -35.9% | -21.1% |
| YTD | -17.2% | +34.1% | -51.4% | -25.9% |
| 1Y | -24.8% | +22.6% | -47.5% | -30.8% |
| 3Y | -8.7% | +20.8% | -29.5% | -17.1% |
| 5Y | -28.9% | -24.9% | -4.1% | -25.2% |
| 10Y | +153.6% | -1.8% | +155.5% | +119.2% |
| All | +5,622.1% | +203.9% | +5,418.2% | +2,732.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 all: compounded portfolio wealth divided by compounded DOC 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…
all analysis · Full analysis span regression · 6 months rolling