-24.7%
U vs DPZ
-7.7%
-17.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +7.0% |
| 7D | +36.6% | +6.6% | +30.0% | +30.6% |
| 30D | +13.3% | +10.3% | +3.0% | +5.3% |
| 3M | +26.2% | -6.2% | +32.3% | +30.2% |
| 6M | +88.7% | +4.2% | +84.5% | +77.6% |
| YTD | +16.6% | -18.4% | +35.0% | +30.6% |
| 1Y | +29.0% | -14.9% | +43.9% | +38.9% |
| 3Y | +99.5% | -4.6% | +104.1% | +83.3% |
| 5Y | -66.1% | -27.4% | -38.7% | -62.0% |
| All | -24.7% | -7.7% | -17.0% | -30.8% |
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 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