+643.2%
GEV vs DPZ
-28.4%
+671.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.4% |
| 7D | +8.1% | -1.5% | +9.6% | +8.4% |
| 30D | -1.9% | -4.4% | +2.5% | -1.2% |
| 3M | +4.1% | +7.6% | -3.6% | +1.7% |
| 6M | +23.2% | -16.9% | +40.2% | +29.8% |
| YTD | +48.9% | -18.6% | +67.5% | +57.6% |
| 1Y | +62.2% | -26.7% | +88.8% | +79.0% |
| All | +643.2% | -28.4% | +671.5% | +727.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling