+646.9%
PAYX vs DPZ
+5,100.4%
-4,453.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -0.9% |
| 7D | -7.5% | -7.3% | -0.2% | -5.8% |
| 30D | -5.3% | -7.6% | +2.3% | -3.6% |
| 3M | +15.6% | +1.8% | +13.8% | +15.0% |
| 6M | +19.5% | -21.8% | +41.3% | +26.0% |
| YTD | +5.8% | -22.0% | +27.8% | +11.4% |
| 1Y | -10.9% | -28.6% | +17.7% | -4.3% |
| 3Y | +5.4% | -13.1% | +18.5% | +6.5% |
| 5Y | +20.4% | -33.2% | +53.6% | +27.3% |
| 10Y | +164.1% | +147.0% | +17.1% | +96.4% |
| All | +646.9% | +5,100.4% | -4,453.5% | +149.8% |
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