+299.5%
CME vs DPZ
+125.0%
+174.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | +3.7% | -4.2% | -1.0% |
| 30D | +8.5% | +8.0% | +0.5% | +7.5% |
| 3M | +16.0% | -4.2% | +20.2% | +16.5% |
| 6M | +9.3% | +4.6% | +4.8% | +8.4% |
| YTD | +15.3% | -18.4% | +33.7% | +17.6% |
| 1Y | +14.4% | -16.8% | +31.2% | +16.4% |
| 3Y | +59.9% | -5.0% | +64.9% | +57.7% |
| 5Y | +69.4% | -27.8% | +97.2% | +71.0% |
| 10Y | +299.5% | +121.1% | +178.4% | +270.6% |
| All | +299.5% | +125.0% | +174.5% | +270.6% |
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