+305.8%
CME vs DPZ
+129.5%
+176.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +2.5% | -3.5% | +6.0% | +2.9% |
| 30D | +13.9% | +5.7% | +8.2% | +13.1% |
| 3M | +22.4% | -7.5% | +29.9% | +23.4% |
| 6M | +12.9% | +6.2% | +6.7% | +11.7% |
| YTD | +19.6% | -19.8% | +39.4% | +22.3% |
| 1Y | +17.7% | -18.0% | +35.6% | +19.9% |
| 3Y | +65.3% | -8.8% | +74.1% | +63.8% |
| 5Y | +75.1% | -30.2% | +105.3% | +77.6% |
| 10Y | +305.8% | +132.0% | +173.8% | +267.3% |
| All | +305.8% | +129.5% | +176.2% | +267.3% |
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