+41.2%
LVS vs DPZ
+4,010.9%
-3,969.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | +6.7% | +2.2% | +4.5% | +5.6% |
| 30D | +13.8% | +6.7% | +7.1% | +10.1% |
| 3M | -9.5% | -4.5% | -4.9% | -7.8% |
| 6M | -22.0% | +3.3% | -25.3% | -24.2% |
| YTD | -35.7% | -19.4% | -16.2% | -30.4% |
| 1Y | -36.7% | -17.3% | -19.4% | -32.5% |
| 3Y | -8.8% | -8.4% | -0.5% | -10.6% |
| 5Y | +9.5% | -28.2% | +37.7% | +16.5% |
| 10Y | -10.9% | +130.9% | -141.8% | -59.6% |
| All | +41.2% | +4,010.9% | -3,969.7% | -92.8% |
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