-8.4%
DPZ vs HRB
+36.4%
-44.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.0% |
| 7D | -2.5% | -5.7% | +3.1% | -1.5% |
| 30D | -7.0% | +7.9% | -14.9% | -8.5% |
| 3M | +11.6% | +32.1% | -20.5% | +5.9% |
| 6M | -15.2% | +62.2% | -77.4% | -22.5% |
| YTD | -17.2% | +16.4% | -33.7% | -19.4% |
| 1Y | -24.8% | -0.3% | -24.6% | -24.7% |
| All | -8.4% | +36.4% | -44.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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