-28.0%
DPZ vs M
+0.4%
-28.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.6% | -2.2% | +4.4% |
| 7D | +10.1% | +8.3% | +1.8% | +8.9% |
| 30D | +14.6% | +14.2% | +0.4% | +12.4% |
| 3M | -6.8% | -1.1% | -5.7% | -6.8% |
| 6M | +4.4% | +36.6% | -32.2% | -0.5% |
| YTD | -16.8% | +19.8% | -36.6% | -19.6% |
| 1Y | -14.5% | +37.2% | -51.6% | -19.1% |
| 3Y | -1.1% | +124.5% | -125.6% | -17.1% |
| 5Y | -28.0% | +1.5% | -29.4% | -34.3% |
| All | -28.0% | +0.4% | -28.3% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling