+631.8%
TEAM vs DPZ
+247.0%
+384.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.2% | -14.0% | -15.3% |
| 7D | -19.8% | +6.6% | -26.4% | -21.9% |
| 30D | -21.5% | +10.3% | -31.8% | -24.7% |
| 3M | +39.5% | -6.2% | +45.7% | +42.0% |
| 6M | +73.1% | +4.2% | +68.8% | +68.9% |
| YTD | -5.2% | -18.4% | +13.2% | +1.8% |
| 1Y | -1.6% | -14.9% | +13.4% | +3.7% |
| 3Y | -11.4% | -4.6% | -6.8% | -12.6% |
| 5Y | -65.1% | -27.4% | -37.7% | -62.4% |
| 10Y | +471.3% | +125.9% | +345.4% | +314.6% |
| All | +631.8% | +247.0% | +384.8% | +301.8% |
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