+223.5%
C vs DPZ
+123.5%
+100.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.9% |
| 7D | -2.4% | +6.6% | -9.0% | -3.6% |
| 30D | -6.0% | +10.3% | -16.3% | -7.8% |
| 3M | -10.5% | -6.2% | -4.4% | -9.7% |
| 6M | -5.7% | +4.2% | -10.0% | -7.0% |
| YTD | +4.1% | -18.4% | +22.5% | +7.4% |
| 1Y | +20.5% | -14.9% | +35.4% | +23.1% |
| 3Y | +208.1% | -4.6% | +212.7% | +205.4% |
| 5Y | +110.4% | -27.4% | +137.8% | +114.7% |
| All | +223.5% | +123.5% | +100.0% | +180.6% |
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