+20.5%
XYZ vs DPZ
-14.8%
+35.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.4% |
| 7D | +12.1% | +6.6% | +5.6% | +10.4% |
| 30D | +12.4% | +10.3% | +2.1% | +9.7% |
| 3M | +8.2% | -6.2% | +14.3% | +9.3% |
| 6M | +20.7% | +4.2% | +16.4% | +18.6% |
| YTD | +31.3% | -18.4% | +49.7% | +29.9% |
| 1Y | +20.5% | -14.9% | +35.4% | +20.4% |
| All | +20.5% | -14.8% | +35.3% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling