+449.6%
P vs DPZ
+258.1%
+191.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.3% | -16.7% | -16.5% |
| 7D | -31.9% | +9.5% | -41.4% | -33.8% |
| 30D | -36.5% | +12.8% | -49.3% | -39.0% |
| 3M | +11.6% | -6.2% | +17.8% | +12.8% |
| 6M | +25.2% | +4.3% | +20.9% | +21.3% |
| YTD | +39.4% | -16.6% | +56.0% | +44.4% |
| 1Y | -3.7% | -12.8% | +9.2% | -2.2% |
| 3Y | +167.3% | -0.8% | +168.1% | +153.2% |
| 5Y | +237.3% | -25.8% | +263.1% | +248.3% |
| 10Y | +698.6% | +130.9% | +567.8% | +475.8% |
| All | +449.6% | +258.1% | +191.6% | +254.6% |
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