+169.9%
W vs DPZ
-7.1%
+177.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.3% |
| 7D | -1.7% | -2.5% | +0.8% | -0.5% |
| 30D | +3.2% | +12.5% | -9.3% | -2.4% |
| 3M | +8.3% | -5.2% | +13.5% | +10.6% |
| 6M | +84.3% | +8.8% | +75.5% | +75.5% |
| YTD | +11.0% | -18.7% | +29.7% | +21.9% |
| 1Y | -0.2% | -15.7% | +15.5% | +7.3% |
| All | +169.9% | -7.1% | +177.0% | +125.6% |
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