+92.3%
MA vs DPZ
-27.1%
+119.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | +2.3% | +6.6% | -4.3% | +0.7% |
| 30D | +14.7% | +10.3% | +4.4% | +11.8% |
| 3M | +13.5% | -6.2% | +19.7% | +15.1% |
| 6M | +33.1% | +4.2% | +28.9% | +31.1% |
| YTD | +15.1% | -18.4% | +33.5% | +19.9% |
| 1Y | +18.7% | -14.9% | +33.7% | +22.3% |
| 3Y | +72.1% | -4.6% | +76.7% | +68.0% |
| All | +92.3% | -27.1% | +119.4% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling