+44.5%
F vs DPZ
-1.0%
+45.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +1.4% | +9.5% | -8.1% | -0.1% |
| 30D | +2.0% | +12.8% | -10.8% | 0.0% |
| 3M | -10.4% | -6.2% | -4.1% | -9.6% |
| 6M | +9.7% | +4.3% | +5.5% | +8.8% |
| YTD | -1.2% | -16.6% | +15.4% | +2.3% |
| 1Y | 0.0% | -12.8% | +12.9% | +2.4% |
| All | +44.5% | -1.0% | +45.5% | +33.9% |
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 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