+241.7%
DPZ vs Z
+9.5%
+232.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.6% | +10.9% | +1.9% |
| 7D | +9.5% | -2.3% | +11.8% | +9.7% |
| 30D | +12.8% | +9.4% | +3.4% | +11.0% |
| 3M | -6.2% | -16.1% | +9.9% | -4.2% |
| 6M | +4.3% | -30.4% | +34.7% | +9.2% |
| YTD | -16.6% | -55.6% | +39.0% | -7.4% |
| 1Y | -12.8% | -58.5% | +45.7% | -2.3% |
| 3Y | -0.8% | -19.6% | +18.8% | -1.6% |
| 5Y | -25.8% | -54.1% | +28.3% | -23.2% |
| 10Y | +130.9% | -12.1% | +143.0% | +99.1% |
| All | +241.7% | +9.5% | +232.2% | +173.8% |
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