+415.0%
TPR vs DPZ
-6.8%
+421.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +12.1% | +2.2% | +9.9% | +11.4% |
| 30D | +16.7% | +6.7% | +10.0% | +14.5% |
| 3M | -17.4% | -4.5% | -12.9% | -16.4% |
| 6M | +2.3% | +3.3% | -1.0% | +1.0% |
| YTD | +7.1% | -19.4% | +26.6% | +14.1% |
| 1Y | +29.5% | -17.3% | +46.8% | +36.3% |
| 3Y | +415.0% | -8.4% | +423.4% | +395.1% |
| All | +415.0% | -6.8% | +421.8% | +395.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling