+115.0%
KEY vs DPZ
-1.0%
+116.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -2.5% | +9.5% | -12.0% | -4.5% |
| 30D | +4.1% | +12.8% | -8.7% | +1.2% |
| 3M | -8.4% | -6.2% | -2.1% | -7.2% |
| 6M | -2.3% | +4.3% | -6.5% | -3.8% |
| YTD | +4.6% | -16.6% | +21.2% | +8.9% |
| 1Y | +24.6% | -12.8% | +37.4% | +27.7% |
| All | +115.0% | -1.0% | +116.0% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling