+1,527.5%
META vs DPZ
+1,220.1%
+307.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | +6.7% | -2.5% | +9.3% | +7.5% |
| 30D | +4.8% | -7.0% | +11.7% | +6.8% |
| 3M | -1.6% | +11.6% | -13.2% | -4.9% |
| 6M | -7.5% | -15.2% | +7.7% | -3.9% |
| YTD | -6.4% | -17.2% | +10.9% | -2.3% |
| 1Y | -17.3% | -24.8% | +7.5% | -11.6% |
| 3Y | +109.9% | -8.7% | +118.6% | +106.6% |
| 5Y | +65.4% | -28.9% | +94.3% | +72.9% |
| 10Y | +391.8% | +153.6% | +238.2% | +246.6% |
| All | +1,527.5% | +1,220.1% | +307.4% | +810.6% |
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