+503.8%
APP vs DPZ
-8.1%
+511.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.5% |
| 7D | +10.6% | -2.5% | +13.0% | +11.9% |
| 30D | +44.6% | +12.5% | +32.0% | +35.6% |
| 3M | +29.6% | -5.2% | +34.8% | +32.6% |
| 6M | -19.8% | +8.8% | -28.5% | -24.8% |
| YTD | -41.6% | -18.7% | -22.9% | -36.0% |
| 1Y | -32.7% | -15.7% | -17.0% | -28.2% |
| 3Y | +799.0% | -7.5% | +806.5% | +732.6% |
| 5Y | +250.4% | -30.1% | +280.5% | +291.4% |
| All | +503.8% | -8.1% | +511.9% | +400.1% |
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