-5.2%
DASH vs DPZ
-6.3%
+1.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +1.0% |
| 7D | +0.4% | +6.6% | -6.2% | -2.8% |
| 30D | -6.0% | +10.3% | -16.3% | -10.7% |
| 3M | -15.8% | -6.2% | -9.6% | -13.1% |
| 6M | +7.0% | +4.2% | +2.7% | +3.8% |
| YTD | -20.7% | -18.4% | -2.3% | -13.3% |
| 1Y | -8.5% | -14.9% | +6.4% | -2.4% |
| 3Y | +101.8% | -4.6% | +106.4% | +88.5% |
| 5Y | -9.6% | -27.4% | +17.8% | -6.2% |
| All | -5.2% | -6.3% | +1.1% | -15.2% |
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