+642.3%
LYB vs DPZ
+2,551.9%
-1,909.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | +1.0% |
| 7D | -3.1% | -7.3% | +4.2% | -1.2% |
| 30D | +4.0% | -7.6% | +11.6% | +6.0% |
| 3M | +2.4% | +1.8% | +0.6% | +1.3% |
| 6M | -1.4% | -21.8% | +20.4% | +4.0% |
| YTD | +53.9% | -22.0% | +76.0% | +62.3% |
| 1Y | +26.1% | -28.6% | +54.7% | +36.1% |
| 3Y | -21.0% | -13.1% | -7.9% | -20.7% |
| 5Y | -0.7% | -33.2% | +32.5% | +4.9% |
| 10Y | +49.3% | +147.0% | -97.8% | -9.9% |
| All | +642.3% | +2,551.9% | -1,909.6% | +33.9% |
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 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