+80.1%
F vs DPZ
+5,272.5%
-5,192.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +1.0% | +2.2% | -1.2% | +0.2% |
| 30D | +2.1% | +6.7% | -4.6% | -0.2% |
| 3M | -10.3% | -4.5% | -5.7% | -9.2% |
| 6M | +3.3% | +3.3% | 0.0% | +1.0% |
| YTD | -2.0% | -19.4% | +17.4% | +3.6% |
| 1Y | -2.3% | -17.3% | +15.0% | +2.3% |
| 3Y | +49.9% | -8.4% | +58.3% | +47.6% |
| 5Y | -12.5% | -28.2% | +15.8% | -7.9% |
| 10Y | +74.3% | +130.9% | -56.6% | +5.1% |
| All | +80.1% | +5,272.5% | -5,192.4% | -72.3% |
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