-14.5%
DPZ vs ZYBT
-42.3%
+27.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +5.4% |
| 7D | +10.1% | -3.5% | +13.6% | +10.1% |
| 30D | +14.6% | +15.1% | -0.5% | +14.6% |
| 3M | -6.8% | +7.0% | -13.8% | -6.8% |
| 6M | +4.4% | +37.7% | -33.3% | +1.9% |
| YTD | -16.8% | +19.1% | -36.0% | -15.2% |
| 1Y | -14.5% | -38.3% | +23.8% | -6.4% |
| All | -14.5% | -42.3% | +27.9% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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