-5.9%
DT vs DPZ
-16.5%
+10.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -20.2% | +3.7% | -23.9% | -20.6% |
| 30D | -30.8% | +8.0% | -38.8% | -31.5% |
| 3M | -10.2% | -4.2% | -6.0% | -9.6% |
| 6M | +8.0% | +4.6% | +3.4% | +6.1% |
| YTD | +1.5% | -18.4% | +19.9% | +1.4% |
| All | -5.9% | -16.5% | +10.6% | -7.7% |
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