+198.3%
W vs DPZ
+392.7%
-194.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.0% |
| 7D | +1.1% | +2.2% | -1.1% | 0.0% |
| 30D | +6.4% | +6.7% | -0.3% | +2.3% |
| 3M | +9.0% | -4.5% | +13.5% | +11.3% |
| 6M | +69.8% | +3.3% | +66.5% | +64.6% |
| YTD | +12.1% | -19.4% | +31.5% | +24.6% |
| 1Y | 0.0% | -17.3% | +17.3% | +9.3% |
| 3Y | +160.3% | -8.4% | +168.7% | +159.6% |
| 5Y | -53.3% | -28.2% | -25.1% | -45.7% |
| 10Y | +217.0% | +130.9% | +86.1% | +111.5% |
| All | +198.3% | +392.7% | -194.4% | +38.5% |
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