+500.0%
APP vs DPZ
-7.8%
+507.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.2% | +12.0% | +11.0% |
| 7D | +71.2% | +6.6% | +64.7% | +65.6% |
| 30D | +39.1% | +10.3% | +28.8% | +31.7% |
| 3M | +16.5% | -6.2% | +22.7% | +19.7% |
| 6M | -16.6% | +4.2% | -20.8% | -19.8% |
| YTD | -41.9% | -18.4% | -23.5% | -36.5% |
| 1Y | -37.0% | -14.9% | -22.1% | -33.2% |
| 3Y | +892.4% | -4.6% | +897.1% | +799.3% |
| 5Y | +297.3% | -27.4% | +324.7% | +336.6% |
| All | +500.0% | -7.8% | +507.8% | +396.3% |
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