+506.7%
FIX vs DPZ
-5.8%
+512.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.4% |
| 7D | -7.2% | +3.7% | -10.9% | -7.4% |
| 30D | -35.1% | +8.0% | -43.1% | -35.4% |
| 3M | -34.3% | -4.2% | -30.1% | -33.8% |
| 6M | -42.9% | +4.6% | -47.5% | -43.5% |
| YTD | +19.5% | -18.4% | +37.9% | +26.7% |
| 1Y | +16.8% | -16.8% | +33.5% | +22.5% |
| 3Y | +506.7% | -5.0% | +511.7% | +491.4% |
| All | +506.7% | -5.8% | +512.5% | +491.4% |
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 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