+3,613.1%
EW vs DPZ
+5,341.2%
-1,728.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.7% |
| 7D | +11.0% | +6.6% | +4.5% | +9.7% |
| 30D | +19.1% | +10.3% | +8.8% | +16.9% |
| 3M | +14.4% | -6.2% | +20.5% | +15.5% |
| 6M | +22.8% | +4.2% | +18.5% | +21.4% |
| YTD | +19.8% | -18.4% | +38.2% | +23.5% |
| 1Y | +23.9% | -14.9% | +38.8% | +26.7% |
| 3Y | +52.2% | -4.6% | +56.8% | +50.4% |
| 5Y | -13.9% | -27.4% | +13.5% | -11.7% |
| 10Y | +241.9% | +125.9% | +116.0% | +181.8% |
| All | +3,613.1% | +5,341.2% | -1,728.1% | +1,681.2% |
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