+69.7%
XYZ vs DPZ
-1.0%
+70.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | +9.2% | +9.5% | -0.3% | +5.5% |
| 30D | +9.8% | +12.8% | -3.0% | +4.7% |
| 3M | -0.2% | -6.2% | +6.0% | +2.2% |
| 6M | +18.0% | +4.3% | +13.7% | +15.1% |
| YTD | +29.1% | -16.6% | +45.7% | +37.9% |
| 1Y | +14.1% | -12.8% | +26.9% | +18.9% |
| All | +69.7% | -1.0% | +70.7% | +69.0% |
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