-19.3%
DRAM vs DPZ
+1.2%
-20.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.3% | +3.9% |
| 7D | -18.2% | +6.6% | -24.7% | -12.2% |
| 30D | -34.5% | +10.3% | -44.8% | -26.8% |
| 3M | -23.6% | -6.2% | -17.5% | -28.6% |
| 6M | -19.3% | +4.2% | -23.5% | -9.0% |
| All | -19.3% | +1.2% | -20.5% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling