+48.3%
D vs DPZ
+116.9%
-68.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +2.4% | +2.2% | +0.2% | +2.1% |
| 30D | +10.9% | +6.7% | +4.2% | +10.1% |
| 3M | +2.8% | -4.5% | +7.4% | +3.3% |
| 6M | +12.7% | +3.3% | +9.4% | +11.9% |
| YTD | +20.3% | -19.4% | +39.7% | +22.8% |
| 1Y | +17.1% | -17.3% | +34.4% | +19.1% |
| 3Y | +75.1% | -8.4% | +83.5% | +74.4% |
| 5Y | +13.1% | -28.2% | +41.4% | +14.3% |
| 10Y | +48.3% | +130.9% | -82.6% | +29.1% |
| All | +48.3% | +116.9% | -68.6% | +29.1% |
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