-8.4%
DPZ vs MKTX
-28.0%
+19.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | +0.4% | -3.0% | -2.6% |
| 30D | -7.0% | +1.1% | -8.0% | -7.0% |
| 3M | +11.6% | +36.1% | -24.5% | +8.0% |
| 6M | -15.2% | -12.9% | -2.3% | -14.6% |
| YTD | -17.2% | -8.5% | -8.7% | -16.9% |
| 1Y | -24.8% | -7.5% | -17.3% | -24.6% |
| All | -8.4% | -28.0% | +19.6% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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