-15.9%
DPZ vs ZYBT
-60.5%
+44.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | +3.7% | +12.0% | -8.4% | +3.6% |
| 30D | +8.0% | -13.9% | +21.9% | +8.0% |
| 3M | -4.2% | -21.2% | +17.0% | -4.2% |
| 6M | +4.6% | +56.8% | -52.3% | +2.7% |
| YTD | -18.4% | +29.6% | -48.0% | -19.7% |
| 1Y | -16.8% | -27.3% | +10.6% | -17.9% |
| All | -15.9% | -60.5% | +44.6% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling