+282.1%
CME vs DPZ
+150.4%
+131.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | -2.9% | -1.5% | -1.4% | -2.7% |
| 30D | +5.5% | -4.4% | +10.0% | +6.0% |
| 3M | +11.0% | +7.6% | +3.3% | +9.8% |
| 6M | -9.7% | -16.9% | +7.3% | -8.0% |
| YTD | +4.9% | -18.6% | +23.5% | +7.1% |
| 1Y | +10.1% | -26.7% | +36.7% | +13.7% |
| 3Y | +53.5% | -9.3% | +62.8% | +52.3% |
| 5Y | +77.2% | -31.0% | +108.2% | +79.9% |
| 10Y | +282.1% | +152.4% | +129.8% | +234.3% |
| All | +282.1% | +150.4% | +131.8% | +234.3% |
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