+43.7%
RF vs DPZ
-27.3%
+71.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -1.6% | +9.5% | -11.1% | -3.8% |
| 30D | +5.0% | +12.8% | -7.8% | +1.9% |
| 3M | -10.0% | -6.2% | -3.7% | -8.8% |
| 6M | +3.3% | +4.3% | -0.9% | +1.7% |
| YTD | +7.9% | -16.6% | +24.5% | +11.9% |
| 1Y | +21.2% | -12.8% | +34.1% | +24.1% |
| 3Y | +105.8% | -0.8% | +106.6% | +98.9% |
| 5Y | +43.7% | -25.8% | +69.5% | +32.4% |
| All | +43.7% | -27.3% | +71.0% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling