+2,121.0%
MAR vs DPZ
+5,341.2%
-3,220.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.5% |
| 7D | +4.3% | +6.6% | -2.3% | +2.1% |
| 30D | +16.8% | +10.3% | +6.5% | +13.0% |
| 3M | +16.0% | -6.2% | +22.2% | +18.0% |
| 6M | +16.5% | +4.2% | +12.2% | +13.6% |
| YTD | +35.0% | -18.4% | +53.4% | +42.2% |
| 1Y | +49.4% | -14.9% | +64.3% | +55.2% |
| 3Y | +124.1% | -4.6% | +128.7% | +120.0% |
| 5Y | +159.2% | -27.4% | +186.6% | +171.8% |
| 10Y | +553.9% | +125.9% | +428.0% | +301.7% |
| All | +2,121.0% | +5,341.2% | -3,220.2% | +271.4% |
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