-6.8%
DPZ vs Z
-2.8%
-3.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.4% | -4.0% | +2.9% |
| 7D | +10.1% | +10.2% | -0.1% | +7.2% |
| 30D | +14.6% | +23.7% | -9.1% | +8.7% |
| 3M | -6.8% | -6.6% | -0.2% | -6.3% |
| All | -6.8% | -2.8% | -3.9% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3mo: compounded portfolio wealth divided by compounded Z 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…
3mo analysis · Full analysis span regression · Available span rolling