+12.2%
KEY vs DPZ
-27.1%
+39.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.1% |
| 7D | -1.3% | +6.6% | -7.8% | -3.1% |
| 30D | +5.1% | +10.3% | -5.1% | +2.2% |
| 3M | -7.1% | -6.2% | -0.9% | -5.7% |
| 6M | -4.4% | +4.2% | -8.6% | -6.3% |
| YTD | +4.0% | -18.4% | +22.4% | +9.2% |
| 1Y | +23.4% | -14.9% | +38.3% | +27.7% |
| 3Y | +113.9% | -4.6% | +118.5% | +108.2% |
| All | +12.2% | -27.1% | +39.3% | +3.4% |
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