+81.6%
GM vs DPZ
-34.0%
+115.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.2% |
| 7D | -1.1% | -8.6% | +7.5% | +1.4% |
| 30D | -3.4% | -11.2% | +7.8% | -0.2% |
| 3M | +8.7% | +1.4% | +7.3% | +7.6% |
| 6M | +15.4% | -19.9% | +35.3% | +22.3% |
| YTD | +6.6% | -23.0% | +29.6% | +14.1% |
| 1Y | +51.5% | -28.2% | +79.7% | +65.4% |
| 3Y | +169.3% | -14.2% | +183.6% | +167.0% |
| 5Y | +81.6% | -33.4% | +114.9% | +93.0% |
| All | +81.6% | -34.0% | +115.6% | +93.0% |
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