+1,014.3%
LOW vs DPZ
+5,417.8%
-4,403.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | -1.7% | -2.5% | +0.8% | -0.9% |
| 30D | -7.0% | -7.0% | -0.1% | -5.0% |
| 3M | -0.9% | +11.6% | -12.5% | -4.6% |
| 6M | -20.1% | -15.2% | -4.9% | -16.3% |
| YTD | -13.9% | -17.2% | +3.3% | -9.3% |
| 1Y | -21.1% | -24.8% | +3.7% | -14.4% |
| 3Y | -6.6% | -8.7% | +2.0% | -6.6% |
| 5Y | +9.4% | -28.9% | +38.3% | +16.0% |
| 10Y | +220.5% | +153.6% | +66.9% | +114.2% |
| All | +1,014.3% | +5,417.8% | -4,403.5% | +148.2% |
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