+32.6%
NET vs DPZ
-24.8%
+57.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | -5.3% |
| 7D | -16.4% | +10.1% | -26.5% | -20.6% |
| 30D | -25.8% | +14.6% | -40.5% | -31.4% |
| 3M | -11.5% | -6.8% | -4.8% | -9.4% |
| 6M | +18.9% | +4.4% | +14.5% | +13.6% |
| YTD | +35.2% | -16.8% | +52.0% | +45.6% |
| 1Y | +14.5% | -14.5% | +28.9% | +20.4% |
| 3Y | +313.8% | -1.1% | +314.9% | +247.1% |
| 5Y | +32.6% | -28.0% | +60.5% | +67.0% |
| All | +32.6% | -24.8% | +57.3% | +67.0% |
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