+103.0%
ADM vs DPZ
+125.1%
-22.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.5% |
| 7D | -9.0% | +6.6% | -15.6% | -9.7% |
| 30D | -14.0% | +10.3% | -24.3% | -15.0% |
| 3M | -9.2% | -6.2% | -3.0% | -8.6% |
| 6M | -9.2% | +4.2% | -13.4% | -10.1% |
| YTD | +24.2% | -18.4% | +42.6% | +26.8% |
| 1Y | +27.0% | -14.9% | +41.9% | +28.9% |
| 3Y | +6.6% | -4.6% | +11.2% | +5.7% |
| 5Y | +25.0% | -27.4% | +52.4% | +26.5% |
| All | +103.0% | +125.1% | -22.1% | +75.6% |
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