+23.6%
NDAQ vs DPZ
-16.5%
+40.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.8% |
| 7D | +0.8% | +6.6% | -5.7% | -0.8% |
| 30D | +16.5% | +10.3% | +6.2% | +13.6% |
| 3M | +13.5% | -6.2% | +19.7% | +15.0% |
| 6M | +20.9% | +4.2% | +16.7% | +18.3% |
| YTD | +11.4% | -18.4% | +29.8% | +12.2% |
| All | +23.6% | -16.5% | +40.1% | +24.5% |
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