+210.2%
TER vs DPZ
-8.4%
+218.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.7% | +8.3% |
| 7D | +5.9% | -3.5% | +9.4% | +6.0% |
| 30D | -30.8% | +5.7% | -36.5% | -30.9% |
| 3M | -29.9% | -7.5% | -22.5% | -29.2% |
| 6M | -27.5% | +6.2% | -33.7% | -28.9% |
| YTD | +37.5% | -19.8% | +57.3% | +46.6% |
| 1Y | +50.3% | -18.0% | +68.2% | +58.5% |
| All | +210.2% | -8.4% | +218.6% | +205.2% |
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