+11.4%
O vs DPZ
-17.6%
+29.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +3.5% | +2.2% | +1.4% | +3.2% |
| 30D | +10.4% | +6.7% | +3.7% | +9.3% |
| 3M | -2.4% | -4.5% | +2.1% | -2.2% |
| 6M | -1.2% | +3.3% | -4.5% | -2.3% |
| YTD | +10.4% | -19.4% | +29.8% | +11.3% |
| 1Y | +11.4% | -17.3% | +28.7% | +12.3% |
| All | +11.4% | -17.6% | +29.0% | +12.3% |
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