-28.8%
DPZ vs REPL
-54.3%
+25.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.2% |
| 3M | +11.6% | +52.4% | -40.8% | +10.6% |
| 6M | -15.2% | +107.4% | -122.6% | -17.7% |
| YTD | -17.2% | +54.7% | -72.0% | -19.2% |
| 1Y | -24.8% | +158.9% | -183.7% | -28.5% |
| 3Y | -8.7% | -23.7% | +15.1% | -13.1% |
| All | -28.8% | -54.3% | +25.5% | -33.2% |
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