+16.8%
RF vs DPZ
-16.8%
+33.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | +0.4% | -2.5% | +2.8% | +0.7% |
| 30D | +5.6% | +12.5% | -7.0% | +3.7% |
| 3M | -8.9% | -5.2% | -3.7% | -8.5% |
| 6M | +7.1% | +8.8% | -1.7% | +6.0% |
| YTD | +8.3% | -18.7% | +27.0% | +9.8% |
| 1Y | +16.8% | -15.7% | +32.5% | +15.5% |
| All | +16.8% | -16.8% | +33.6% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling