+248.2%
CB vs DPZ
+123.5%
+124.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.5% |
| 7D | +0.2% | +6.6% | -6.3% | -0.6% |
| 30D | +9.1% | +10.3% | -1.2% | +7.7% |
| 3M | +3.4% | -6.2% | +9.6% | +4.1% |
| 6M | +14.1% | +4.2% | +9.9% | +13.2% |
| YTD | +18.0% | -18.4% | +36.4% | +20.3% |
| 1Y | +30.1% | -14.9% | +45.1% | +32.0% |
| 3Y | +71.8% | -4.6% | +76.4% | +70.6% |
| 5Y | +101.8% | -27.4% | +129.2% | +103.9% |
| All | +248.2% | +123.5% | +124.7% | +207.0% |
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