+62.6%
NDAQ vs DPZ
-27.1%
+89.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.0% |
| YTD | +11.4% | -18.4% | +29.8% | +16.0% |
| 1Y | +25.9% | -14.9% | +40.9% | +29.6% |
| 3Y | +119.9% | -4.6% | +124.5% | +115.5% |
| All | +62.6% | -27.1% | +89.7% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling