+120.6%
ADM vs DPZ
+134.3%
-13.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +0.7% | -2.5% | +3.2% | +1.0% |
| 30D | -14.7% | +12.5% | -27.2% | -15.9% |
| 3M | -10.4% | -5.2% | -5.2% | -10.0% |
| 6M | -10.9% | +8.8% | -19.7% | -12.3% |
| YTD | +26.0% | -18.7% | +44.6% | +28.7% |
| 1Y | +26.5% | -15.7% | +42.2% | +28.5% |
| 3Y | +8.2% | -7.5% | +15.7% | +7.7% |
| 5Y | +24.0% | -30.1% | +54.1% | +26.1% |
| All | +120.6% | +134.3% | -13.6% | +95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling