+238.7%
GM vs DPZ
+2,868.0%
-2,629.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -1.8% |
| 7D | +0.4% | -1.5% | +1.9% | +0.8% |
| 30D | -1.8% | -4.4% | +2.6% | -0.8% |
| 3M | +2.6% | +7.6% | -5.0% | +0.2% |
| 6M | +14.6% | -16.9% | +31.5% | +19.2% |
| YTD | +6.2% | -18.6% | +24.8% | +11.0% |
| 1Y | +48.7% | -26.7% | +75.3% | +59.4% |
| 3Y | +168.3% | -9.3% | +177.6% | +166.8% |
| 5Y | +82.8% | -31.0% | +113.8% | +91.4% |
| 10Y | +226.2% | +152.4% | +73.8% | +121.4% |
| All | +238.7% | +2,868.0% | -2,629.3% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling