-8.4%
DPZ vs REPL
-22.6%
+14.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | -2.5% | -3.0% | +0.4% | -2.5% |
| 30D | -7.0% | +27.1% | -34.1% | -7.0% |
| 3M | +11.6% | +52.4% | -40.8% | +11.6% |
| 6M | -15.2% | +107.4% | -122.6% | -15.8% |
| YTD | -17.2% | +54.7% | -72.0% | -17.6% |
| 1Y | -24.8% | +158.9% | -183.7% | -26.0% |
| All | -8.4% | -22.6% | +14.3% | -18.3% |
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