+572.2%
T vs DPZ
+5,417.8%
-4,845.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.7% |
| 7D | -1.3% | -2.5% | +1.3% | -0.9% |
| 30D | +11.4% | -7.0% | +18.3% | +12.6% |
| 3M | +14.3% | +11.6% | +2.7% | +12.1% |
| 6M | -9.3% | -15.2% | +5.9% | -7.3% |
| YTD | +7.1% | -17.2% | +24.4% | +9.8% |
| 1Y | -9.1% | -24.8% | +15.8% | -5.5% |
| 3Y | +105.3% | -8.7% | +114.0% | +104.3% |
| 5Y | +66.8% | -28.9% | +95.7% | +70.3% |
| 10Y | +66.8% | +153.6% | -86.8% | +31.2% |
| All | +572.2% | +5,417.8% | -4,845.6% | +192.8% |
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