+142.2%
CI vs DPZ
+125.0%
+17.2%
-42.5%
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 | +0.1% | +3.7% | -3.5% | -0.4% |
| 30D | +4.7% | +8.0% | -3.4% | +3.4% |
| 3M | +5.2% | -4.2% | +9.4% | +5.8% |
| 6M | +3.8% | +4.6% | -0.8% | +2.8% |
| YTD | +9.2% | -18.4% | +27.6% | +11.9% |
| 1Y | +14.3% | -16.8% | +31.0% | +16.7% |
| 3Y | +8.4% | -5.0% | +13.5% | +7.2% |
| 5Y | +50.0% | -27.8% | +77.8% | +53.1% |
| 10Y | +142.2% | +121.1% | +21.1% | +93.4% |
| All | +142.2% | +125.0% | +17.2% | +93.4% |
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