+23.7%
EXC vs DPZ
-9.3%
+33.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | +0.3% | -2.5% | +2.8% | +0.5% |
| 30D | -3.7% | -7.0% | +3.2% | -3.2% |
| 3M | -1.3% | +11.6% | -12.9% | -2.2% |
| 6M | -9.7% | -15.2% | +5.5% | -9.1% |
| YTD | +2.9% | -17.2% | +20.1% | +3.8% |
| 1Y | +4.4% | -24.8% | +29.2% | +6.0% |
| All | +23.7% | -9.3% | +33.0% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling