+5,622.1%
DPZ vs M
+91.4%
+5,530.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.2% |
| 7D | -2.5% | +4.7% | -7.3% | -3.4% |
| 30D | -7.0% | -9.6% | +2.7% | -5.2% |
| 3M | +11.6% | +0.9% | +10.8% | +11.0% |
| 6M | -15.2% | +22.3% | -37.4% | -19.1% |
| YTD | -17.2% | +6.5% | -23.8% | -19.3% |
| 1Y | -24.8% | +38.8% | -63.6% | -30.7% |
| 3Y | -8.7% | +115.9% | -124.6% | -26.9% |
| 5Y | -28.9% | +28.6% | -57.5% | -40.7% |
| 10Y | +153.6% | -2.5% | +156.2% | +89.4% |
| All | +5,622.1% | +91.4% | +5,530.7% | +2,748.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling