-28.6%
DPZ vs ZYBT
-80.9%
+52.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.5% | -4.2% |
| 7D | -7.3% | -3.7% | -3.6% | -7.3% |
| 30D | -7.6% | -12.8% | +5.2% | -7.6% |
| 3M | +1.8% | +76.2% | -74.4% | -0.4% |
| 6M | -21.8% | +109.3% | -131.1% | -22.4% |
| YTD | -22.0% | +36.5% | -58.5% | -22.9% |
| 1Y | -28.6% | -84.0% | +55.4% | -32.4% |
| All | -28.6% | -80.9% | +52.3% | -32.4% |
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