+42.6%
GEV vs DPZ
-16.8%
+59.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.7% |
| 7D | +6.2% | -2.5% | +8.7% | +5.3% |
| 30D | -18.4% | +12.5% | -31.0% | -15.1% |
| 3M | -21.2% | -5.2% | -16.0% | -21.2% |
| 6M | -23.6% | +8.8% | -32.3% | -20.7% |
| YTD | +25.5% | -18.7% | +44.2% | +23.1% |
| 1Y | +42.6% | -15.7% | +58.3% | +43.8% |
| All | +42.6% | -16.8% | +59.4% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling