+48.4%
D vs DPZ
+129.5%
-81.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -2.4% | -3.5% | +1.1% | -2.0% |
| 30D | +9.0% | +5.7% | +3.3% | +8.3% |
| 3M | +1.0% | -7.5% | +8.4% | +1.8% |
| 6M | +11.0% | +6.2% | +4.8% | +9.9% |
| YTD | +19.8% | -19.8% | +39.6% | +22.3% |
| 1Y | +16.0% | -18.0% | +33.9% | +18.0% |
| 3Y | +74.4% | -8.8% | +83.1% | +73.7% |
| 5Y | +13.5% | -30.2% | +43.7% | +15.0% |
| 10Y | +48.4% | +132.0% | -83.6% | +29.3% |
| All | +48.4% | +129.5% | -81.2% | +29.3% |
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