+378.3%
DDOG vs DPZ
+49.8%
+328.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -16.9% | +3.7% | -20.6% | -18.4% |
| 30D | -38.8% | +8.0% | -46.8% | -41.2% |
| 3M | -23.2% | -4.2% | -19.0% | -23.1% |
| 6M | -10.3% | +4.6% | -14.9% | -13.7% |
| YTD | +32.1% | -18.4% | +50.5% | +40.1% |
| 1Y | -6.1% | -16.8% | +10.7% | -1.5% |
| 3Y | +79.2% | -5.0% | +84.2% | +70.0% |
| 5Y | -8.6% | -27.8% | +19.2% | -3.8% |
| All | +378.3% | +49.8% | +328.5% | +279.7% |
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