+5,622.1%
DPZ vs DVA
+1,103.3%
+4,518.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | -2.5% | +1.8% | -4.4% | -2.9% |
| 30D | -7.0% | -2.5% | -4.5% | -6.5% |
| 3M | +11.6% | -4.3% | +15.9% | +12.0% |
| 6M | -15.2% | +18.9% | -34.0% | -19.7% |
| YTD | -17.2% | +61.9% | -79.2% | -28.0% |
| 1Y | -24.8% | +35.7% | -60.6% | -31.8% |
| 3Y | -8.7% | +78.6% | -87.3% | -24.5% |
| 5Y | -28.9% | +39.2% | -68.1% | -39.4% |
| 10Y | +153.6% | +184.0% | -30.4% | +60.2% |
| All | +5,622.1% | +1,103.3% | +4,518.8% | +2,164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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