-28.6%
DPZ vs TDY
+9.2%
-37.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.5% | -4.0% |
| 7D | -7.3% | -1.8% | -5.4% | -7.1% |
| 30D | -7.6% | -13.8% | +6.2% | -6.7% |
| 3M | +1.8% | -3.9% | +5.7% | +1.8% |
| 6M | -21.8% | -9.0% | -12.8% | -21.4% |
| YTD | -22.0% | +16.5% | -38.6% | -24.8% |
| 1Y | -28.6% | +9.3% | -37.9% | -31.7% |
| All | -28.6% | +9.2% | -37.8% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling