+485.4%
P vs DPZ
+255.3%
+230.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.9% |
| 7D | +6.5% | -2.5% | +9.1% | +7.3% |
| 30D | +18.8% | -7.0% | +25.8% | +21.2% |
| 3M | +26.7% | +11.6% | +15.1% | +21.0% |
| 6M | +62.2% | -15.2% | +77.3% | +68.5% |
| YTD | +48.5% | -17.2% | +65.7% | +55.1% |
| 1Y | +26.4% | -24.8% | +51.2% | +35.8% |
| 3Y | +159.4% | -8.7% | +168.1% | +154.3% |
| 5Y | +275.8% | -28.9% | +304.7% | +295.4% |
| 10Y | +732.0% | +153.6% | +578.4% | +488.3% |
| All | +485.4% | +255.3% | +230.1% | +280.9% |
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