+5,542.7%
DPZ vs DVA
+1,151.5%
+4,391.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.8% |
| 7D | +6.6% | +2.1% | +4.5% | +6.1% |
| 30D | +10.3% | +8.2% | +2.0% | +8.2% |
| 3M | -6.2% | +5.9% | -12.1% | -7.6% |
| 6M | +4.2% | -1.3% | +5.5% | +3.6% |
| YTD | -18.4% | +68.4% | -86.8% | -29.8% |
| 1Y | -14.9% | +57.5% | -72.4% | -25.6% |
| 3Y | -4.6% | +142.3% | -146.9% | -26.6% |
| 5Y | -27.4% | +75.0% | -102.4% | -41.7% |
| 10Y | +125.9% | +226.4% | -100.5% | +36.0% |
| All | +5,542.7% | +1,151.5% | +4,391.2% | +2,107.9% |
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