-87.0%
OPEN vs DPZ
-4.5%
-82.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.2% | -19.6% | -20.2% |
| 7D | -22.2% | +6.6% | -28.8% | -25.2% |
| 30D | -38.3% | +10.3% | -48.6% | -42.2% |
| 3M | -59.4% | -6.2% | -53.2% | -57.5% |
| 6M | -74.4% | +4.2% | -78.6% | -75.6% |
| YTD | -76.0% | -18.4% | -57.6% | -72.9% |
| 1Y | -78.7% | -14.9% | -63.7% | -76.9% |
| 3Y | -30.0% | -4.6% | -25.4% | -34.8% |
| 5Y | -93.7% | -27.4% | -66.3% | -93.1% |
| All | -87.0% | -4.5% | -82.6% | -88.2% |
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