+533.2%
XYZ vs DPZ
+271.5%
+261.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.2% |
| 7D | -1.0% | -2.5% | +1.6% | +0.5% |
| 30D | -1.7% | -7.0% | +5.3% | +2.0% |
| 3M | +16.7% | +11.6% | +5.1% | +8.8% |
| 6M | +26.9% | -15.2% | +42.0% | +36.7% |
| YTD | +27.1% | -17.2% | +44.4% | +38.5% |
| 1Y | +9.3% | -24.8% | +34.1% | +25.0% |
| 3Y | +42.3% | -8.7% | +50.9% | +41.6% |
| 5Y | -69.3% | -28.9% | -40.4% | -65.3% |
| 10Y | +586.8% | +153.6% | +433.2% | +373.0% |
| All | +533.2% | +271.5% | +261.7% | +290.7% |
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