+2,183.8%
MAR vs DPZ
+5,272.5%
-3,088.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.1% |
| 7D | +2.9% | +2.2% | +0.7% | +2.1% |
| 30D | +17.0% | +6.7% | +10.4% | +14.4% |
| 3M | +23.2% | -4.5% | +27.7% | +24.5% |
| 6M | +21.7% | +3.3% | +18.4% | +19.2% |
| YTD | +38.9% | -19.4% | +58.3% | +46.9% |
| 1Y | +48.7% | -17.3% | +65.9% | +55.9% |
| 3Y | +122.9% | -8.4% | +131.3% | +121.8% |
| 5Y | +177.5% | -28.2% | +205.7% | +192.0% |
| 10Y | +537.5% | +130.9% | +406.7% | +288.0% |
| All | +2,183.8% | +5,272.5% | -3,088.7% | +283.5% |
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