+672.3%
MOD vs DPZ
+5,417.8%
-4,745.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.1% |
| 7D | +9.6% | -2.5% | +12.1% | +10.8% |
| 30D | 0.0% | -7.0% | +7.0% | +2.9% |
| 3M | -35.4% | +11.6% | -47.0% | -40.4% |
| 6M | -7.3% | -15.2% | +7.9% | -3.3% |
| YTD | +45.8% | -17.2% | +63.1% | +53.6% |
| 1Y | +43.1% | -24.8% | +68.0% | +57.2% |
| 3Y | +297.7% | -8.7% | +306.3% | +283.5% |
| 5Y | +1,478.8% | -28.9% | +1,507.7% | +1,569.5% |
| 10Y | +1,633.4% | +153.6% | +1,479.8% | +658.9% |
| All | +672.3% | +5,417.8% | -4,745.5% | -53.9% |
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