+1,497.9%
META vs DPZ
+1,230.4%
+267.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.2% | -4.0% |
| 7D | -3.1% | +9.5% | -12.6% | -5.5% |
| 30D | -18.1% | +12.8% | -30.9% | -20.9% |
| 3M | +2.9% | -6.2% | +9.1% | +4.2% |
| 6M | +0.2% | +4.3% | -4.1% | -1.7% |
| YTD | -8.1% | -16.6% | +8.5% | -4.6% |
| 1Y | -4.5% | -12.8% | +8.3% | -2.3% |
| 3Y | +94.2% | -0.8% | +95.0% | +85.8% |
| 5Y | +79.1% | -25.8% | +104.9% | +84.5% |
| 10Y | +405.9% | +130.9% | +275.0% | +265.1% |
| All | +1,497.9% | +1,230.4% | +267.5% | +788.9% |
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