+106.1%
RF vs DPZ
+5,417.8%
-5,311.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.6% |
| 7D | +1.3% | -2.5% | +3.9% | +2.3% |
| 30D | -3.6% | -7.0% | +3.4% | -1.2% |
| 3M | +8.1% | +11.6% | -3.5% | +3.1% |
| 6M | +11.5% | -15.2% | +26.6% | +17.0% |
| YTD | +15.6% | -17.2% | +32.8% | +22.0% |
| 1Y | +15.7% | -24.8% | +40.5% | +26.3% |
| 3Y | +86.9% | -8.7% | +95.6% | +84.5% |
| 5Y | +89.8% | -28.9% | +118.7% | +99.8% |
| 10Y | +344.7% | +153.6% | +191.0% | +146.7% |
| All | +106.1% | +5,417.8% | -5,311.6% | -68.6% |
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