+2,926.4%
V vs DPZ
+3,080.3%
-153.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -1.7% | -2.5% | +0.8% | -1.0% |
| 30D | +2.0% | -7.0% | +8.9% | +3.8% |
| 3M | +17.4% | +11.6% | +5.8% | +13.7% |
| 6M | +17.5% | -15.2% | +32.7% | +21.9% |
| YTD | +7.6% | -17.2% | +24.8% | +12.0% |
| 1Y | +7.7% | -24.8% | +32.6% | +14.9% |
| 3Y | +54.7% | -8.7% | +63.3% | +53.9% |
| 5Y | +73.0% | -28.9% | +102.0% | +80.2% |
| 10Y | +390.9% | +153.6% | +237.2% | +238.9% |
| All | +2,926.4% | +3,080.3% | -153.8% | +887.0% |
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