-14.9%
DPZ vs REPL
+152.6%
-167.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.0% | -10.1% | -2.1% |
| 7D | +6.6% | +22.8% | -16.2% | +6.7% |
| 30D | +10.3% | +63.8% | -53.5% | +10.7% |
| 3M | -6.2% | +68.1% | -74.3% | -5.7% |
| 6M | +4.2% | +528.5% | -524.2% | +5.9% |
| YTD | -18.4% | +122.4% | -140.8% | -15.5% |
| 1Y | -14.9% | +154.4% | -169.3% | -11.1% |
| All | -14.9% | +152.6% | -167.5% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling