+5,650.9%
DPZ vs DOC
+200.0%
+5,450.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +4.4% |
| 7D | +10.1% | +8.7% | +1.4% | +7.1% |
| 30D | +14.6% | +7.6% | +7.0% | +11.9% |
| 3M | -6.8% | -5.3% | -1.5% | -5.1% |
| 6M | +4.4% | +27.6% | -23.2% | -4.7% |
| YTD | -16.8% | +32.4% | -49.2% | -25.2% |
| 1Y | -14.5% | +22.9% | -37.3% | -21.2% |
| 3Y | -1.1% | +43.1% | -44.2% | -15.1% |
| 5Y | -28.0% | -21.4% | -6.6% | -25.3% |
| 10Y | +130.2% | +16.8% | +113.4% | +85.5% |
| All | +5,650.9% | +200.0% | +5,450.9% | +2,758.7% |
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