-12.8%
DT vs DPZ
-4.7%
-8.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.7% |
| 7D | +3.1% | +2.2% | +0.9% | +2.7% |
| 30D | -29.5% | +15.5% | -45.0% | -31.8% |
| 3M | -11.7% | -2.0% | -9.7% | -11.5% |
| 6M | +29.0% | +12.1% | +16.8% | +24.8% |
| YTD | +3.4% | -16.6% | +19.9% | +6.6% |
| 1Y | -4.2% | -14.6% | +10.3% | -2.0% |
| 3Y | -12.8% | -4.1% | -8.7% | -13.0% |
| All | -12.8% | -4.7% | -8.1% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling