+3,168.1%
EW vs DPZ
+5,417.8%
-2,249.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | -0.3% | -2.5% | +2.2% | +0.1% |
| 30D | +1.0% | -7.0% | +8.0% | +2.3% |
| 3M | +2.8% | +11.6% | -8.8% | +0.5% |
| 6M | +5.5% | -15.2% | +20.7% | +8.2% |
| YTD | +5.5% | -17.2% | +22.7% | +8.5% |
| 1Y | +11.0% | -24.8% | +35.9% | +16.2% |
| 3Y | +17.7% | -8.7% | +26.4% | +17.2% |
| 5Y | -25.7% | -28.9% | +3.2% | -23.5% |
| 10Y | +132.8% | +153.6% | -20.8% | +88.5% |
| All | +3,168.1% | +5,417.8% | -2,249.7% | +1,465.5% |
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