+514.9%
GEV vs DPZ
-26.6%
+541.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.1% |
| 7D | +3.7% | +2.2% | +1.5% | +3.5% |
| 30D | -14.7% | +15.5% | -30.2% | -16.2% |
| 3M | -23.4% | -2.0% | -21.4% | -23.0% |
| 6M | -24.3% | +12.1% | -36.5% | -26.5% |
| YTD | +23.2% | -16.6% | +39.8% | +30.3% |
| 1Y | +44.2% | -14.6% | +58.8% | +50.5% |
| All | +514.9% | -26.6% | +541.4% | +584.2% |
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 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