-3.4%
DT vs DPZ
-16.8%
+13.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.3% |
| 7D | +2.7% | -2.5% | +5.2% | +3.0% |
| 30D | -30.4% | +12.5% | -42.9% | -31.6% |
| 3M | -9.4% | -5.2% | -4.2% | -8.6% |
| 6M | +14.5% | +8.8% | +5.7% | +12.1% |
| YTD | +3.6% | -18.7% | +22.3% | +3.5% |
| 1Y | -3.4% | -15.7% | +12.2% | -5.3% |
| All | -3.4% | -16.8% | +13.3% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling