+847.3%
O vs DPZ
+5,417.8%
-4,570.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | -0.7% | -2.5% | +1.8% | 0.0% |
| 30D | -1.9% | -7.0% | +5.1% | +0.1% |
| 3M | +3.8% | +11.6% | -7.8% | -0.1% |
| 6M | -4.7% | -15.2% | +10.4% | -0.8% |
| YTD | +12.5% | -17.2% | +29.7% | +17.7% |
| 1Y | +10.8% | -24.8% | +35.7% | +19.3% |
| 3Y | +28.8% | -8.7% | +37.4% | +26.9% |
| 5Y | +13.2% | -28.9% | +42.1% | +17.5% |
| 10Y | +53.5% | +153.6% | -100.2% | -6.5% |
| All | +847.3% | +5,417.8% | -4,570.5% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling