+36.3%
DPZ vs REPL
+29.3%
+6.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.3% | +5.4% |
| 7D | +10.1% | +28.8% | -18.7% | +9.5% |
| 30D | +14.6% | +57.3% | -42.7% | +13.4% |
| 3M | -6.8% | +73.6% | -80.3% | -8.0% |
| 6M | +4.4% | +582.8% | -578.5% | -2.7% |
| YTD | -16.8% | +112.9% | -129.7% | -21.0% |
| 1Y | -14.5% | +130.7% | -145.1% | -19.0% |
| 3Y | -1.1% | +45.7% | -46.8% | -13.3% |
| 5Y | -28.0% | -37.9% | +10.0% | -34.8% |
| All | +36.3% | +29.3% | +6.9% | +1.4% |
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 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