-0.9%
APA vs DPZ
+125.0%
-125.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -8.7% | +3.7% | -12.4% | -9.2% |
| 30D | -2.4% | +8.0% | -10.4% | -3.5% |
| 3M | +19.0% | -4.2% | +23.2% | +19.3% |
| 6M | +26.8% | +4.6% | +22.2% | +25.2% |
| YTD | +87.3% | -18.4% | +105.8% | +91.5% |
| 1Y | +92.3% | -16.8% | +109.1% | +95.9% |
| 3Y | +37.3% | -5.0% | +42.3% | +36.5% |
| 5Y | +73.2% | -27.8% | +101.0% | +74.4% |
| 10Y | -0.9% | +121.1% | -121.9% | -9.5% |
| All | -0.9% | +125.0% | -125.9% | -9.5% |
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