-62.3%
XYZ vs DPZ
-28.2%
-34.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.1% | -2.5% |
| 7D | +12.6% | +2.2% | +10.4% | +11.3% |
| 30D | +10.8% | +6.7% | +4.1% | +6.3% |
| 3M | +8.4% | -4.5% | +12.9% | +11.1% |
| 6M | +14.3% | +3.3% | +11.0% | +10.1% |
| YTD | +31.5% | -19.4% | +50.9% | +48.8% |
| 1Y | +28.1% | -17.3% | +45.4% | +41.5% |
| 3Y | +66.2% | -8.4% | +74.6% | +54.4% |
| 5Y | -62.3% | -28.2% | -34.1% | -57.4% |
| All | -62.3% | -28.2% | -34.1% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling