+1,563.7%
META vs DPZ
+1,226.7%
+337.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | 0.0% |
| 7D | +2.9% | +10.1% | -7.2% | +0.2% |
| 30D | -15.1% | +14.6% | -29.7% | -18.3% |
| 3M | +7.2% | -6.8% | +14.0% | +8.8% |
| 6M | +3.4% | +4.4% | -1.0% | +1.3% |
| YTD | -4.3% | -16.8% | +12.5% | -0.6% |
| 1Y | +0.8% | -14.5% | +15.2% | +3.7% |
| 3Y | +102.2% | -1.1% | +103.3% | +93.6% |
| 5Y | +89.4% | -28.0% | +117.3% | +96.7% |
| 10Y | +426.7% | +130.2% | +296.5% | +280.4% |
| All | +1,563.7% | +1,226.7% | +337.0% | +826.2% |
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 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