+822.0%
O vs DPZ
+5,341.2%
-4,519.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.1% |
| 7D | +3.7% | +6.6% | -2.9% | +1.7% |
| 30D | +11.2% | +10.3% | +0.9% | +7.8% |
| 3M | -4.0% | -6.2% | +2.2% | -2.4% |
| 6M | -5.2% | +4.2% | -9.5% | -7.2% |
| YTD | +9.5% | -18.4% | +27.9% | +14.9% |
| 1Y | +10.6% | -14.9% | +25.5% | +14.5% |
| 3Y | +38.1% | -4.6% | +42.7% | +34.2% |
| 5Y | +10.2% | -27.4% | +37.6% | +13.7% |
| 10Y | +71.4% | +125.9% | -54.5% | +9.0% |
| All | +822.0% | +5,341.2% | -4,519.2% | +41.5% |
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 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