+41.6%
D vs DPZ
+123.5%
-81.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.2% |
| 7D | +3.0% | +6.6% | -3.6% | +2.2% |
| 30D | +11.5% | +10.3% | +1.2% | +10.2% |
| 3M | +3.7% | -6.2% | +9.9% | +4.4% |
| 6M | +13.5% | +4.2% | +9.3% | +12.6% |
| YTD | +20.7% | -18.4% | +39.1% | +23.0% |
| 1Y | +18.2% | -14.9% | +33.2% | +19.8% |
| 3Y | +73.3% | -4.6% | +77.9% | +71.7% |
| 5Y | +12.3% | -27.4% | +39.7% | +13.2% |
| All | +41.6% | +123.5% | -81.9% | +22.3% |
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