+128.2%
ADM vs DPZ
+129.5%
-1.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.8% | +2.4% |
| 7D | +0.1% | -3.5% | +3.7% | +0.5% |
| 30D | -11.8% | +5.7% | -17.5% | -12.5% |
| 3M | -11.3% | -7.5% | -3.8% | -10.6% |
| 6M | -10.0% | +6.2% | -16.2% | -11.1% |
| YTD | +25.9% | -19.8% | +45.7% | +28.8% |
| 1Y | +26.7% | -18.0% | +44.6% | +29.1% |
| 3Y | +8.1% | -8.8% | +16.9% | +7.9% |
| 5Y | +23.5% | -30.2% | +53.7% | +25.6% |
| 10Y | +128.2% | +132.0% | -3.8% | +107.2% |
| All | +128.2% | +129.5% | -1.3% | +107.2% |
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