+44.9%
IR vs DPZ
-28.5%
+73.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.1% |
| 7D | +2.5% | +2.2% | +0.3% | +1.8% |
| 30D | +9.2% | +15.5% | -6.3% | +4.4% |
| 3M | +0.9% | -2.0% | +3.0% | +1.2% |
| 6M | +19.2% | +12.1% | +7.1% | +14.3% |
| YTD | +7.5% | -16.6% | +24.1% | +12.4% |
| 1Y | +11.7% | -14.6% | +26.3% | +15.9% |
| 3Y | +23.9% | -4.1% | +28.1% | +21.8% |
| All | +44.9% | -28.5% | +73.4% | +60.5% |
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