+762.6%
DE vs DPZ
+134.3%
+628.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | +2.3% | -2.5% | +4.8% | +2.8% |
| 30D | +4.4% | +12.5% | -8.1% | +1.9% |
| 3M | +9.8% | -5.2% | +15.0% | +10.7% |
| 6M | +15.8% | +8.8% | +7.0% | +13.1% |
| YTD | +47.0% | -18.7% | +65.6% | +52.1% |
| 1Y | +42.8% | -15.7% | +58.5% | +46.6% |
| 3Y | +88.9% | -7.5% | +96.4% | +88.0% |
| 5Y | +101.9% | -30.1% | +132.0% | +108.8% |
| All | +762.6% | +134.3% | +628.3% | +540.8% |
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