+356.1%
ALL vs DPZ
+150.4%
+205.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.1% |
| 7D | -1.7% | -1.5% | -0.3% | -1.5% |
| 30D | -4.7% | -4.4% | -0.2% | -4.1% |
| 3M | +18.4% | +7.6% | +10.7% | +17.0% |
| 6M | +20.5% | -16.9% | +37.5% | +23.1% |
| YTD | +23.5% | -18.6% | +42.2% | +26.4% |
| 1Y | +29.0% | -26.7% | +55.6% | +33.7% |
| 3Y | +153.7% | -9.3% | +163.0% | +153.2% |
| 5Y | +114.8% | -31.0% | +145.8% | +118.8% |
| 10Y | +356.1% | +152.4% | +203.8% | +279.6% |
| All | +356.1% | +150.4% | +205.8% | +279.6% |
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