-25.8%
DPZ vs REPL
-40.1%
+14.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.3% |
| 7D | +9.5% | +15.1% | -5.6% | +9.3% |
| 30D | +12.8% | +51.1% | -38.3% | +12.2% |
| 3M | -6.2% | +69.2% | -75.5% | -6.9% |
| 6M | +4.3% | +597.6% | -593.3% | -0.2% |
| YTD | -16.6% | +106.0% | -122.6% | -18.9% |
| 1Y | -12.8% | +133.3% | -146.2% | -15.5% |
| 3Y | -0.8% | +41.0% | -41.8% | -9.2% |
| 5Y | -25.8% | -40.1% | +14.3% | -27.3% |
| All | -25.8% | -40.1% | +14.3% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling