+40.4%
EXC vs DPZ
-28.5%
+69.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.2% | +1.0% |
| 7D | +1.4% | +2.2% | -0.8% | +1.1% |
| 30D | +8.6% | +15.5% | -6.9% | +6.7% |
| 3M | +2.4% | -2.0% | +4.4% | +2.5% |
| 6M | +6.5% | +12.1% | -5.7% | +4.7% |
| YTD | +9.0% | -16.6% | +25.6% | +10.8% |
| 1Y | +4.6% | -14.6% | +19.2% | +5.9% |
| 3Y | +33.5% | -4.1% | +37.6% | +30.6% |
| All | +40.4% | -28.5% | +69.0% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling