+303.4%
CME vs DPZ
+140.2%
+163.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | +0.5% |
| 7D | +3.9% | +2.2% | +1.7% | +3.7% |
| 30D | +11.3% | +15.5% | -4.2% | +9.3% |
| 3M | +19.6% | -2.0% | +21.6% | +19.7% |
| 6M | +8.1% | +12.1% | -4.1% | +6.2% |
| YTD | +20.4% | -16.6% | +37.0% | +22.5% |
| 1Y | +16.5% | -14.6% | +31.1% | +18.1% |
| 3Y | +66.4% | -4.1% | +70.6% | +63.9% |
| 5Y | +74.5% | -28.3% | +102.8% | +76.4% |
| All | +303.4% | +140.2% | +163.1% | +262.0% |
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