+99.1%
NDAQ vs DPZ
-9.3%
+108.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.5% |
| 7D | -2.4% | -2.5% | +0.1% | -1.9% |
| 30D | +2.5% | -7.0% | +9.4% | +4.0% |
| 3M | +9.9% | +11.6% | -1.7% | +6.9% |
| 6M | +9.4% | -15.2% | +24.6% | +12.5% |
| YTD | +0.4% | -17.2% | +17.7% | +3.6% |
| 1Y | +4.0% | -24.8% | +28.9% | +9.5% |
| All | +99.1% | -9.3% | +108.4% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling