+47.6%
EXC vs DPZ
-28.9%
+76.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | +0.3% | -2.5% | +2.8% | +0.6% |
| 30D | -3.7% | -7.0% | +3.2% | -2.9% |
| 3M | -1.3% | +11.6% | -12.9% | -2.7% |
| 6M | -9.7% | -15.2% | +5.5% | -8.3% |
| YTD | +2.9% | -17.2% | +20.1% | +4.8% |
| 1Y | +4.4% | -24.8% | +29.2% | +7.5% |
| 3Y | +22.2% | -8.7% | +30.9% | +20.6% |
| All | +47.6% | -28.9% | +76.5% | +50.4% |
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