+520.8%
APP vs DPZ
-9.4%
+530.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.8% | +2.6% |
| 7D | +48.9% | -3.5% | +52.5% | +51.7% |
| 30D | +49.4% | +5.7% | +43.7% | +44.9% |
| 3M | +27.0% | -7.5% | +34.5% | +31.7% |
| 6M | -15.4% | +6.2% | -21.6% | -19.6% |
| YTD | -39.9% | -19.8% | -20.1% | -33.6% |
| 1Y | -32.0% | -18.0% | -14.0% | -26.2% |
| 3Y | +824.3% | -8.8% | +833.1% | +762.8% |
| 5Y | +252.4% | -30.2% | +282.6% | +294.4% |
| All | +520.8% | -9.4% | +530.2% | +418.2% |
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