-8.1%
DT vs DPZ
-3.1%
-5.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -24.7% | +6.6% | -31.3% | -25.8% |
| 30D | -27.4% | +10.3% | -37.7% | -29.0% |
| 3M | -11.1% | -6.2% | -5.0% | -10.1% |
| 6M | +13.7% | +4.2% | +9.4% | +11.8% |
| YTD | +0.2% | -18.4% | +18.6% | +3.9% |
| 1Y | -5.7% | -14.9% | +9.2% | -3.4% |
| 3Y | -8.1% | -4.6% | -3.5% | -9.1% |
| All | -8.1% | -3.1% | -5.0% | -9.1% |
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 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