-32.6%
MOD vs DPZ
-14.7%
-17.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.4% | -26.9% | -18.8% |
| 7D | -31.3% | +10.1% | -41.4% | -27.8% |
| 30D | -46.1% | +14.6% | -60.7% | -42.5% |
| 3M | -51.1% | -6.8% | -44.4% | -51.2% |
| 6M | -62.1% | +4.4% | -66.4% | -59.4% |
| YTD | -26.2% | -16.8% | -9.3% | -19.2% |
| 1Y | -32.6% | -14.5% | -18.1% | -25.7% |
| All | -32.6% | -14.7% | -17.9% | -25.7% |
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