+150.9%
CI vs DPZ
+129.5%
+21.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -1.3% | -3.5% | +2.3% | -0.7% |
| 30D | +6.4% | +5.7% | +0.7% | +5.5% |
| 3M | +10.7% | -7.5% | +18.2% | +11.8% |
| 6M | +5.5% | +6.2% | -0.7% | +4.2% |
| YTD | +11.4% | -19.8% | +31.2% | +14.4% |
| 1Y | +15.0% | -18.0% | +33.0% | +17.7% |
| 3Y | +9.0% | -8.8% | +17.8% | +8.4% |
| 5Y | +52.0% | -30.2% | +82.2% | +56.0% |
| 10Y | +150.9% | +132.0% | +18.9% | +96.8% |
| All | +150.9% | +129.5% | +21.4% | +96.8% |
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