+61.6%
DRAM vs DPZ
-8.2%
+69.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.4% | +10.8% | +10.0% |
| 7D | -0.6% | -3.5% | +3.0% | -3.5% |
| 30D | -18.0% | +5.7% | -23.7% | -13.2% |
| 3M | -11.9% | -7.5% | -4.4% | -16.4% |
| 6M | -18.6% | +6.2% | -24.8% | -7.8% |
| All | +61.6% | -8.2% | +69.8% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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