+459.9%
DDOG vs DPZ
+49.4%
+410.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.6% |
| 7D | -6.1% | -1.5% | -4.6% | -5.6% |
| 30D | -10.1% | -4.4% | -5.7% | -8.9% |
| 3M | -9.3% | +7.6% | -16.9% | -12.8% |
| 6M | +67.2% | -16.9% | +84.1% | +78.6% |
| YTD | +54.6% | -18.6% | +73.2% | +66.0% |
| 1Y | +54.1% | -26.7% | +80.7% | +72.7% |
| 3Y | +115.3% | -9.3% | +124.6% | +111.0% |
| 5Y | +50.6% | -31.0% | +81.6% | +62.5% |
| All | +459.9% | +49.4% | +410.4% | +349.9% |
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