-2.8%
DPZ vs REPL
+42.0%
-44.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.3% | +5.4% |
| 7D | +10.1% | +28.8% | -18.7% | +10.0% |
| 30D | +14.6% | +57.3% | -42.7% | +14.4% |
| 3M | -6.8% | +73.6% | -80.3% | -6.9% |
| 6M | +4.4% | +582.8% | -578.5% | +2.9% |
| YTD | -16.8% | +112.9% | -129.7% | -17.4% |
| 1Y | -14.5% | +130.7% | -145.1% | -15.1% |
| All | -2.8% | +42.0% | -44.8% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling