-8.2%
DPZ vs GWRE
+91.5%
-99.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -19.9% | +18.2% | +1.1% |
| 7D | -2.5% | -21.1% | +18.5% | +0.4% |
| 30D | -7.0% | +1.3% | -8.3% | -7.7% |
| 3M | +11.6% | +7.4% | +4.2% | +9.1% |
| 6M | -15.2% | +5.6% | -20.8% | -17.3% |
| YTD | -17.2% | -19.2% | +1.9% | -16.7% |
| 1Y | -24.8% | -25.1% | +0.3% | -23.8% |
| All | -8.2% | +91.5% | -99.8% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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