+130.8%
DVN vs DPZ
+5,417.8%
-5,287.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | +1.5% | -2.5% | +4.0% | +2.0% |
| 30D | +14.2% | -7.0% | +21.1% | +15.7% |
| 3M | +5.2% | +11.6% | -6.4% | +2.2% |
| 6M | +11.9% | -15.2% | +27.0% | +14.8% |
| YTD | +32.8% | -17.2% | +50.1% | +36.8% |
| 1Y | +38.6% | -24.8% | +63.4% | +45.5% |
| 3Y | +0.5% | -8.7% | +9.2% | -0.2% |
| 5Y | +111.0% | -28.9% | +139.9% | +117.3% |
| 10Y | +56.1% | +153.6% | -97.5% | +13.2% |
| All | +130.8% | +5,417.8% | -5,287.0% | -33.3% |
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 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