+1,147.6%
LOW vs DPZ
+5,324.1%
-4,176.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.2% |
| 7D | +0.1% | -2.5% | +2.6% | +0.9% |
| 30D | +21.3% | +12.5% | +8.7% | +16.9% |
| 3M | +6.0% | -5.2% | +11.2% | +7.6% |
| 6M | +2.6% | +8.8% | -6.2% | -0.5% |
| YTD | -3.6% | -18.7% | +15.0% | +2.1% |
| 1Y | -1.0% | -15.7% | +14.7% | +3.6% |
| 3Y | +24.2% | -7.5% | +31.7% | +23.7% |
| 5Y | +6.3% | -30.1% | +36.4% | +13.5% |
| 10Y | +294.1% | +135.3% | +158.8% | +170.3% |
| All | +1,147.6% | +5,324.1% | -4,176.5% | +179.3% |
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