+238.5%
TER vs DPZ
-9.3%
+247.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +5.7% |
| 7D | +0.6% | -2.5% | +3.2% | +0.9% |
| 30D | -8.3% | -7.0% | -1.3% | -7.4% |
| 3M | -12.2% | +11.6% | -23.8% | -15.0% |
| 6M | +17.1% | -15.2% | +32.2% | +23.5% |
| YTD | +84.7% | -17.2% | +101.9% | +95.6% |
| 1Y | +199.9% | -24.8% | +224.8% | +230.1% |
| All | +238.5% | -9.3% | +247.8% | +231.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling