+325.3%
IR vs DPZ
+91.9%
+233.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.5% | +1.9% |
| 7D | +3.7% | +6.6% | -2.9% | +2.1% |
| 30D | +7.4% | +10.3% | -2.8% | +4.9% |
| 3M | -5.9% | -6.2% | +0.2% | -4.8% |
| 6M | +5.6% | +4.2% | +1.3% | +4.0% |
| YTD | +4.8% | -18.4% | +23.2% | +8.9% |
| 1Y | +6.9% | -14.9% | +21.9% | +10.0% |
| 3Y | +27.6% | -4.6% | +32.2% | +27.0% |
| 5Y | +45.8% | -27.4% | +73.2% | +50.5% |
| All | +325.3% | +91.9% | +233.4% | +263.7% |
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