+220.1%
C vs DPZ
+125.0%
+95.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -0.9% | +3.7% | -4.6% | -1.6% |
| 30D | -5.4% | +8.0% | -13.4% | -6.8% |
| 3M | -9.2% | -4.2% | -5.0% | -8.6% |
| 6M | -1.8% | +4.6% | -6.4% | -3.3% |
| YTD | +6.7% | -18.4% | +25.1% | +10.1% |
| 1Y | +23.5% | -16.8% | +40.3% | +26.8% |
| 3Y | +219.8% | -5.0% | +224.8% | +217.2% |
| 5Y | +112.4% | -27.8% | +140.2% | +117.0% |
| 10Y | +220.1% | +121.1% | +99.0% | +177.7% |
| All | +220.1% | +125.0% | +95.1% | +177.7% |
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