-4.1%
DPZ vs ZBH
-0.3%
-3.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.8% |
| 7D | +2.2% | -2.3% | +4.5% | +2.7% |
| 30D | +15.5% | +12.5% | +3.0% | +12.7% |
| 3M | -2.0% | +3.9% | -5.9% | -3.0% |
| 6M | +12.1% | +25.4% | -13.3% | +7.9% |
| YTD | -16.6% | +15.7% | -32.3% | -19.2% |
| 1Y | -14.6% | +15.2% | -29.8% | -17.3% |
| 3Y | -4.1% | +0.3% | -4.5% | -9.2% |
| All | -4.1% | -0.3% | -3.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 3y: compounded portfolio wealth divided by compounded ZBH 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…
3y analysis · Full analysis span regression · 6 months rolling