-7.8%
DPZ vs DRI
+68.4%
-76.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -3.5% | -0.7% | -2.8% | -3.3% |
| 30D | +5.7% | +14.7% | -9.0% | +1.3% |
| 3M | -7.5% | +5.4% | -12.9% | -9.1% |
| 6M | +6.2% | +18.8% | -12.6% | +0.6% |
| YTD | -19.8% | +28.4% | -48.1% | -26.2% |
| 1Y | -18.0% | +37.7% | -55.6% | -26.3% |
| All | -7.8% | +68.4% | -76.2% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling