-22.8%
LVS vs DPZ
+6.8%
-29.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.6% |
| 7D | -3.9% | -2.5% | -1.4% | -3.2% |
| 30D | +7.1% | +12.5% | -5.5% | +3.9% |
| 3M | -13.2% | -5.2% | -8.0% | -12.3% |
| 6M | -22.8% | +8.8% | -31.6% | -24.9% |
| All | -22.8% | +6.8% | -29.6% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling