+150.5%
AWK vs DPZ
+125.0%
+25.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.2% | +3.7% | -2.5% | +0.6% |
| 30D | +15.8% | +8.0% | +7.8% | +14.4% |
| 3M | +11.0% | -4.2% | +15.2% | +11.6% |
| 6M | +21.0% | +4.6% | +16.4% | +19.8% |
| YTD | +16.7% | -18.4% | +35.1% | +19.7% |
| 1Y | +17.2% | -16.8% | +33.9% | +19.8% |
| 3Y | +29.2% | -5.0% | +34.2% | +27.8% |
| 5Y | -2.3% | -27.8% | +25.5% | -1.2% |
| 10Y | +150.5% | +121.1% | +29.5% | +120.6% |
| All | +150.5% | +125.0% | +25.5% | +120.6% |
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