+1,584.1%
HD vs DPZ
+5,341.2%
-3,757.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -1.2% |
| 7D | +4.3% | +6.6% | -2.2% | +2.4% |
| 30D | +20.2% | +10.3% | +9.9% | +16.8% |
| 3M | -1.0% | -6.2% | +5.2% | +0.7% |
| 6M | +7.9% | +4.2% | +3.7% | +6.1% |
| YTD | +2.0% | -18.4% | +20.4% | +7.4% |
| 1Y | -4.3% | -14.9% | +10.6% | -0.5% |
| 3Y | +25.9% | -4.6% | +30.6% | +24.4% |
| 5Y | +5.8% | -27.4% | +33.2% | +11.2% |
| 10Y | +262.5% | +125.9% | +136.6% | +158.4% |
| All | +1,584.1% | +5,341.2% | -3,757.1% | +309.1% |
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