-14.5%
DPZ vs DRI
+34.0%
-48.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.1% | +0.3% | +3.7% |
| 7D | +10.1% | +6.5% | +3.6% | +7.9% |
| 30D | +14.6% | +16.4% | -1.8% | +9.4% |
| 3M | -6.8% | +13.6% | -20.4% | -10.2% |
| 6M | +4.4% | +22.0% | -17.6% | -1.0% |
| YTD | -16.8% | +29.3% | -46.1% | -23.4% |
| 1Y | -14.5% | +32.0% | -46.5% | -22.1% |
| All | -14.5% | +34.0% | -48.5% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling