+1,106.0%
TER vs DPZ
+5,341.2%
-4,235.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.7% | +3.4% |
| 7D | -20.5% | +6.6% | -27.0% | -22.7% |
| 30D | -47.0% | +10.3% | -57.3% | -49.4% |
| 3M | -43.3% | -6.2% | -37.1% | -42.9% |
| 6M | -42.9% | +4.2% | -47.1% | -46.1% |
| YTD | +12.9% | -18.4% | +31.3% | +17.0% |
| 1Y | +18.2% | -14.9% | +33.1% | +20.1% |
| 3Y | +151.8% | -4.6% | +156.4% | +139.3% |
| 5Y | +54.2% | -27.4% | +81.6% | +61.3% |
| 10Y | +908.2% | +125.9% | +782.3% | +496.3% |
| All | +1,106.0% | +5,341.2% | -4,235.2% | +33.2% |
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 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