+48.4%
IR vs DPZ
-28.9%
+77.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | -2.8% | -2.5% | -0.3% | -2.1% |
| 30D | -15.1% | -7.0% | -8.2% | -13.4% |
| 3M | +6.1% | +11.6% | -5.5% | +2.2% |
| 6M | -16.8% | -15.2% | -1.6% | -13.1% |
| YTD | -3.5% | -17.2% | +13.7% | +1.3% |
| 1Y | -3.5% | -24.8% | +21.4% | +4.4% |
| 3Y | +9.5% | -8.7% | +18.1% | +9.5% |
| All | +48.4% | -28.9% | +77.3% | +65.1% |
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 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