+162.4%
ADM vs DPZ
+150.4%
+12.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.1% |
| 7D | -0.1% | -1.5% | +1.4% | +0.1% |
| 30D | +11.0% | -4.4% | +15.5% | +11.6% |
| 3M | +6.0% | +7.6% | -1.6% | +4.7% |
| 6M | +26.9% | -16.9% | +43.9% | +29.5% |
| YTD | +50.0% | -18.6% | +68.6% | +53.4% |
| 1Y | +39.6% | -26.7% | +66.3% | +44.7% |
| 3Y | +18.5% | -9.3% | +27.8% | +18.4% |
| 5Y | +62.6% | -31.0% | +93.6% | +65.8% |
| 10Y | +162.4% | +152.4% | +10.1% | +109.7% |
| All | +162.4% | +150.4% | +12.0% | +109.7% |
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 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