-55.9%
W vs DPZ
-28.5%
-27.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.2% | -1.6% |
| 7D | +0.2% | +2.2% | -2.1% | -1.6% |
| 30D | +6.8% | +15.5% | -8.7% | -4.5% |
| 3M | +10.7% | -2.0% | +12.7% | +11.3% |
| 6M | +86.3% | +12.1% | +74.2% | +66.5% |
| YTD | +11.5% | -16.6% | +28.0% | +24.9% |
| 1Y | +5.1% | -14.6% | +19.7% | +15.3% |
| 3Y | +171.0% | -4.1% | +175.1% | +137.9% |
| All | -55.9% | -28.5% | -27.3% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling