+54.6%
TER vs DPZ
-27.1%
+81.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.7% | +3.1% |
| 7D | -20.5% | +6.6% | -27.0% | -21.9% |
| 30D | -47.0% | +10.3% | -57.3% | -48.5% |
| 3M | -43.3% | -6.2% | -37.1% | -42.7% |
| 6M | -42.9% | +4.2% | -47.1% | -45.2% |
| YTD | +12.9% | -18.4% | +31.3% | +19.3% |
| 1Y | +18.2% | -14.9% | +33.1% | +22.1% |
| 3Y | +151.8% | -4.6% | +156.4% | +139.0% |
| All | +54.6% | -27.1% | +81.7% | +65.0% |
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