+281.8%
ADP vs DPZ
+154.5%
+127.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.7% |
| 7D | -3.4% | -2.5% | -0.9% | -2.9% |
| 30D | +2.8% | -7.0% | +9.8% | +4.3% |
| 3M | +20.9% | +11.6% | +9.3% | +18.0% |
| 6M | +29.9% | -15.2% | +45.0% | +33.8% |
| YTD | +9.6% | -17.2% | +26.9% | +13.4% |
| 1Y | -5.3% | -24.8% | +19.6% | -0.1% |
| 3Y | +16.5% | -8.7% | +25.1% | +16.0% |
| 5Y | +49.4% | -28.9% | +78.3% | +54.0% |
| All | +281.8% | +154.5% | +127.3% | +199.0% |
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