+72.6%
XYZ vs DPZ
-3.1%
+75.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.6% |
| 7D | +12.1% | +6.6% | +5.6% | +9.5% |
| 30D | +12.4% | +10.3% | +2.1% | +8.1% |
| 3M | +8.2% | -6.2% | +14.3% | +10.7% |
| 6M | +20.7% | +4.2% | +16.4% | +17.7% |
| YTD | +31.3% | -18.4% | +49.7% | +41.5% |
| 1Y | +20.5% | -14.9% | +35.4% | +26.8% |
| 3Y | +72.6% | -4.6% | +77.2% | +73.4% |
| All | +72.6% | -3.1% | +75.7% | +73.4% |
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 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