+24.5%
EW vs DPZ
-16.5%
+41.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +12.3% | +3.7% | +8.6% | +11.5% |
| 30D | +22.9% | +8.0% | +14.9% | +21.1% |
| 3M | +16.7% | -4.2% | +20.9% | +17.3% |
| 6M | +31.0% | +4.6% | +26.4% | +29.6% |
| YTD | +22.8% | -18.4% | +41.2% | +24.1% |
| All | +24.5% | -16.5% | +41.1% | +24.7% |
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