+81.4%
F vs DPZ
+5,339.6%
-5,258.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -0.6% | +3.7% | -4.3% | -1.9% |
| 30D | +2.9% | +8.0% | -5.1% | +0.1% |
| 3M | -9.5% | -4.2% | -5.3% | -8.5% |
| 6M | +4.0% | +4.6% | -0.6% | +1.3% |
| YTD | -1.3% | -18.4% | +17.2% | +4.0% |
| 1Y | -1.9% | -16.8% | +14.8% | +2.5% |
| 3Y | +53.5% | -5.0% | +58.5% | +49.2% |
| 5Y | -15.1% | -27.8% | +12.7% | -10.9% |
| 10Y | +81.0% | +121.1% | -40.1% | +11.1% |
| All | +81.4% | +5,339.6% | -5,258.2% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling