-8.8%
LVS vs DPZ
-6.8%
-2.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | +6.7% | +2.2% | +4.5% | +6.1% |
| 30D | +13.8% | +6.7% | +7.1% | +11.8% |
| 3M | -9.5% | -4.5% | -4.9% | -8.5% |
| 6M | -22.0% | +3.3% | -25.3% | -23.0% |
| YTD | -35.7% | -19.4% | -16.2% | -32.5% |
| 1Y | -36.7% | -17.3% | -19.4% | -34.2% |
| 3Y | -8.8% | -8.4% | -0.5% | -6.5% |
| All | -8.8% | -6.8% | -2.1% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling