+117.6%
DT vs DPZ
+51.3%
+66.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.0% |
| 7D | -3.3% | -2.5% | -0.7% | -2.5% |
| 30D | +2.0% | -7.0% | +9.0% | +4.5% |
| 3M | +20.0% | +11.6% | +8.4% | +14.6% |
| 6M | +39.3% | -15.2% | +54.5% | +46.3% |
| YTD | +19.8% | -17.2% | +37.0% | +26.6% |
| 1Y | +4.3% | -24.8% | +29.1% | +14.1% |
| 3Y | +7.7% | -8.7% | +16.4% | +5.8% |
| 5Y | -26.8% | -28.9% | +2.1% | -22.5% |
| All | +117.6% | +51.3% | +66.3% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling