+195.5%
W vs DPZ
+397.4%
-201.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.4% |
| 7D | -1.7% | -2.5% | +0.8% | -0.2% |
| 30D | +3.2% | +12.5% | -9.3% | -3.8% |
| 3M | +8.3% | -5.2% | +13.5% | +11.1% |
| 6M | +84.3% | +8.8% | +75.5% | +72.9% |
| YTD | +11.0% | -18.7% | +29.7% | +22.7% |
| 1Y | -0.2% | -15.7% | +15.5% | +7.8% |
| 3Y | +157.9% | -7.5% | +165.4% | +155.7% |
| 5Y | -56.8% | -30.1% | -26.7% | -49.3% |
| 10Y | +212.2% | +135.3% | +76.9% | +106.1% |
| All | +195.5% | +397.4% | -201.9% | +36.4% |
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 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