+164.6%
GM vs DPZ
-12.8%
+177.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.6% |
| 7D | -1.1% | -7.3% | +6.2% | +0.3% |
| 30D | -4.6% | -7.6% | +3.0% | -3.2% |
| 3M | +0.2% | +1.8% | -1.6% | -0.4% |
| 6M | +12.6% | -21.8% | +34.4% | +18.1% |
| YTD | +3.7% | -22.0% | +25.7% | +8.6% |
| 1Y | +45.6% | -28.6% | +74.2% | +55.3% |
| All | +164.6% | -12.8% | +177.5% | +151.9% |
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 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