+24.0%
NDAQ vs DPZ
-16.8%
+40.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.3% |
| 7D | +1.7% | -2.5% | +4.2% | +2.3% |
| 30D | +16.2% | +12.5% | +3.7% | +12.8% |
| 3M | +14.0% | -5.2% | +19.2% | +15.2% |
| 6M | +22.3% | +8.8% | +13.5% | +18.8% |
| YTD | +13.0% | -18.7% | +31.7% | +14.0% |
| 1Y | +24.0% | -15.7% | +39.7% | +24.4% |
| All | +24.0% | -16.8% | +40.8% | +24.4% |
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