+227.1%
LOW vs DPZ
+145.4%
+81.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -2.6% | -8.6% | +5.9% | 0.0% |
| 30D | -11.1% | -11.2% | +0.1% | -8.0% |
| 3M | -8.5% | +1.4% | -9.9% | -9.2% |
| 6M | -20.8% | -19.9% | -1.0% | -16.0% |
| YTD | -17.2% | -23.0% | +5.8% | -11.2% |
| 1Y | -24.7% | -28.2% | +3.5% | -17.7% |
| 3Y | -9.7% | -14.2% | +4.5% | -8.0% |
| 5Y | +6.0% | -33.4% | +39.4% | +14.3% |
| All | +227.1% | +145.4% | +81.7% | +167.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling