+239.1%
DPZ vs Z
+25.1%
+214.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.4% |
| 7D | -2.5% | -3.0% | +0.5% | -2.1% |
| 30D | -7.0% | -4.2% | -2.8% | -6.5% |
| 3M | +11.6% | -3.7% | +15.3% | +11.9% |
| 6M | -15.2% | -24.5% | +9.3% | -12.1% |
| YTD | -17.2% | -49.3% | +32.0% | -9.5% |
| 1Y | -24.8% | -58.7% | +33.8% | -15.6% |
| 3Y | -8.7% | -34.1% | +25.5% | -6.5% |
| 5Y | -28.9% | -64.5% | +35.6% | -24.5% |
| 10Y | +153.6% | -0.5% | +154.1% | +115.2% |
| All | +239.1% | +25.1% | +214.0% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling