+1,474.1%
HD vs DPZ
+5,417.8%
-3,943.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.4% |
| 7D | -2.1% | -2.5% | +0.5% | -1.3% |
| 30D | -8.4% | -7.0% | -1.5% | -6.5% |
| 3M | +4.3% | +11.6% | -7.3% | +0.6% |
| 6M | -11.1% | -15.2% | +4.0% | -7.3% |
| YTD | -4.7% | -17.2% | +12.6% | 0.0% |
| 1Y | -19.8% | -24.8% | +5.0% | -13.4% |
| 3Y | +4.1% | -8.7% | +12.8% | +4.1% |
| 5Y | +10.3% | -28.9% | +39.2% | +16.6% |
| 10Y | +203.2% | +153.6% | +49.5% | +108.6% |
| All | +1,474.1% | +5,417.8% | -3,943.6% | +281.0% |
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 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