-40.6%
TOST vs DPZ
-27.1%
-13.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.1% |
| 7D | +9.4% | +6.6% | +2.9% | +5.4% |
| 30D | +13.5% | +10.3% | +3.2% | +7.0% |
| 3M | -0.1% | -6.2% | +6.0% | +3.5% |
| 6M | +22.5% | +4.2% | +18.2% | +18.9% |
| YTD | -2.4% | -18.4% | +16.0% | +8.5% |
| 1Y | -4.7% | -14.9% | +10.2% | +2.9% |
| 3Y | +103.2% | -4.6% | +107.9% | +86.8% |
| All | -40.6% | -27.1% | -13.5% | -29.8% |
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