+14.9%
O vs DPZ
-28.9%
+43.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -0.7% | -2.5% | +1.8% | -0.4% |
| 30D | -1.9% | -7.0% | +5.1% | -0.9% |
| 3M | +3.8% | +11.6% | -7.8% | +2.0% |
| 6M | -4.7% | -15.2% | +10.4% | -2.9% |
| YTD | +12.5% | -17.2% | +29.7% | +15.0% |
| 1Y | +10.8% | -24.8% | +35.7% | +14.9% |
| 3Y | +28.8% | -8.7% | +37.4% | +27.5% |
| All | +14.9% | -28.9% | +43.8% | +23.5% |
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 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