+121.4%
DAL vs DPZ
+129.5%
-8.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | +2.3% | -3.5% | +5.9% | +3.0% |
| 30D | +14.3% | +5.7% | +8.6% | +13.2% |
| 3M | +1.3% | -7.5% | +8.8% | +2.5% |
| 6M | +29.3% | +6.2% | +23.1% | +27.6% |
| YTD | +33.0% | -19.8% | +52.8% | +37.4% |
| 1Y | +59.8% | -18.0% | +77.8% | +64.5% |
| 3Y | +177.2% | -8.8% | +186.0% | +180.4% |
| 5Y | +118.4% | -30.2% | +148.5% | +122.5% |
| 10Y | +121.4% | +132.0% | -10.6% | +71.7% |
| All | +121.4% | +129.5% | -8.1% | +71.7% |
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