+46.0%
F vs DPZ
-4.7%
+50.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.5% | -0.3% |
| 7D | -3.1% | +2.2% | -5.3% | -3.5% |
| 30D | 0.0% | +15.5% | -15.5% | -2.3% |
| 3M | -13.2% | -2.0% | -11.2% | -13.1% |
| 6M | -10.2% | +12.1% | -22.4% | -12.2% |
| YTD | -4.9% | -16.6% | +11.6% | -1.7% |
| 1Y | -6.1% | -14.6% | +8.5% | -3.4% |
| 3Y | +46.0% | -4.1% | +50.1% | +39.6% |
| All | +46.0% | -4.7% | +50.7% | +39.6% |
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