+309.9%
KEEL vs DPZ
+49.6%
+260.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | +1.1% |
| 7D | +19.3% | -7.3% | +26.6% | +22.8% |
| 30D | +9.1% | -7.6% | +16.7% | +11.8% |
| 3M | -31.5% | +1.8% | -33.4% | -34.2% |
| 6M | +75.8% | -21.8% | +97.6% | +90.9% |
| YTD | +57.9% | -22.0% | +79.9% | +71.3% |
| 1Y | +133.3% | -28.6% | +161.9% | +162.0% |
| 3Y | +204.1% | -13.1% | +217.2% | +210.8% |
| 5Y | -37.5% | -33.2% | -4.3% | -30.8% |
| All | +309.9% | +49.6% | +260.3% | +219.5% |
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 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