+472.6%
T vs DPZ
+5,341.2%
-4,868.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | +1.0% | +6.6% | -5.5% | 0.0% |
| 30D | -10.6% | +10.3% | -20.9% | -12.0% |
| 3M | -7.7% | -6.2% | -1.6% | -6.9% |
| 6M | -13.3% | +4.2% | -17.5% | -14.1% |
| YTD | -8.8% | -18.4% | +9.6% | -6.4% |
| 1Y | -8.4% | -14.9% | +6.5% | -6.6% |
| 3Y | +59.6% | -4.6% | +64.3% | +57.7% |
| 5Y | +52.1% | -27.4% | +79.5% | +54.8% |
| 10Y | +56.9% | +125.9% | -69.1% | +25.9% |
| All | +472.6% | +5,341.2% | -4,868.6% | +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