+35.6%
DPZ vs REPL
-6.0%
+41.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 3M | +11.6% | +52.4% | -40.8% | +9.6% |
| 6M | -15.2% | +107.4% | -122.6% | -19.5% |
| YTD | -17.2% | +54.7% | -72.0% | -20.8% |
| 1Y | -24.8% | +158.9% | -183.7% | -30.6% |
| 3Y | -8.7% | -23.7% | +15.1% | -17.5% |
| 5Y | -28.9% | -54.3% | +25.4% | -35.2% |
| All | +35.6% | -6.0% | +41.6% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling