+5.6%
META vs DPZ
-13.7%
+19.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.7% |
| 7D | +5.2% | +2.2% | +2.9% | +5.0% |
| 30D | -13.0% | +15.5% | -28.5% | -13.8% |
| 3M | +7.9% | -2.0% | +9.9% | +8.3% |
| 6M | +4.2% | +12.1% | -7.9% | +4.0% |
| YTD | -2.5% | -16.6% | +14.0% | -1.9% |
| 1Y | +5.6% | -14.6% | +20.1% | +5.3% |
| All | +5.6% | -13.7% | +19.3% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling