-1.4%
LOW vs DPZ
-14.7%
+13.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.4% | +2.1% | +5.4% |
| 7D | +15.6% | +10.1% | +5.5% | +11.7% |
| 30D | +28.6% | +14.6% | +14.0% | +22.4% |
| 3M | +5.8% | -6.8% | +12.6% | +7.9% |
| 6M | +3.8% | +4.4% | -0.6% | +1.6% |
| YTD | -2.8% | -16.8% | +14.0% | +2.5% |
| 1Y | -1.4% | -14.5% | +13.1% | +1.4% |
| All | -1.4% | -14.7% | +13.3% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling