+1,873.2%
TER vs DPZ
+5,417.8%
-3,544.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.2% |
| 7D | +0.6% | -2.5% | +3.2% | +1.6% |
| 30D | -8.3% | -7.0% | -1.3% | -6.1% |
| 3M | -12.2% | +11.6% | -23.8% | -18.1% |
| 6M | +17.1% | -15.2% | +32.2% | +21.7% |
| YTD | +84.7% | -17.2% | +101.9% | +93.0% |
| 1Y | +199.9% | -24.8% | +224.8% | +224.2% |
| 3Y | +232.8% | -8.7% | +241.4% | +225.8% |
| 5Y | +198.6% | -28.9% | +227.5% | +219.0% |
| 10Y | +1,669.7% | +153.6% | +1,516.1% | +907.2% |
| All | +1,873.2% | +5,417.8% | -3,544.5% | +119.6% |
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