+811.5%
TPR vs DPZ
+5,460.8%
-4,649.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.8% | +7.0% |
| 7D | +13.9% | +9.5% | +4.4% | +10.2% |
| 30D | +14.9% | +12.8% | +2.1% | +10.0% |
| 3M | -15.4% | -6.2% | -9.1% | -13.6% |
| 6M | -4.5% | +4.3% | -8.7% | -6.9% |
| YTD | +6.0% | -16.6% | +22.6% | +11.3% |
| 1Y | +24.3% | -12.8% | +37.2% | +28.3% |
| 3Y | +412.8% | -0.8% | +413.7% | +395.7% |
| 5Y | +258.4% | -25.8% | +284.3% | +277.5% |
| 10Y | +396.8% | +130.9% | +265.9% | +202.2% |
| All | +811.5% | +5,460.8% | -4,649.3% | +34.5% |
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