+421.8%
TPR vs DPZ
-1.0%
+422.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.8% | +7.0% |
| 7D | +13.9% | +9.5% | +4.4% | +10.9% |
| 30D | +14.9% | +12.8% | +2.1% | +11.0% |
| 3M | -15.4% | -6.2% | -9.1% | -14.0% |
| 6M | -4.5% | +4.3% | -8.7% | -6.0% |
| YTD | +6.0% | -16.6% | +22.6% | +11.7% |
| 1Y | +24.3% | -12.8% | +37.2% | +28.6% |
| All | +421.8% | -1.0% | +422.8% | +401.7% |
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