+83.9%
TER vs DPZ
-29.5%
+113.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | +24.0% | -2.5% | +26.4% | +24.7% |
| 30D | -30.6% | +12.5% | -43.2% | -33.0% |
| 3M | -34.5% | -5.2% | -29.3% | -34.0% |
| 6M | -26.4% | +8.8% | -35.1% | -30.4% |
| YTD | +36.4% | -18.7% | +55.1% | +44.2% |
| 1Y | +47.4% | -15.7% | +63.1% | +52.9% |
| 3Y | +202.6% | -7.5% | +210.1% | +191.3% |
| 5Y | +83.9% | -30.1% | +114.0% | +100.2% |
| All | +83.9% | -29.5% | +113.4% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling