-35.5%
MOD vs DPZ
-17.6%
-17.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -3.5% |
| 7D | -17.8% | +2.2% | -20.0% | -16.3% |
| 30D | -43.2% | +6.7% | -49.9% | -41.0% |
| 3M | -46.0% | -4.5% | -41.5% | -45.9% |
| 6M | -62.2% | +3.3% | -65.5% | -60.3% |
| YTD | -22.8% | -19.4% | -3.4% | -17.1% |
| 1Y | -35.5% | -17.3% | -18.2% | -29.8% |
| All | -35.5% | -17.6% | -17.9% | -29.8% |
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