+755.9%
DE vs DPZ
+140.2%
+615.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.3% |
| 7D | +0.3% | +2.2% | -1.9% | -0.2% |
| 30D | +3.6% | +15.5% | -11.9% | +0.5% |
| 3M | +10.2% | -2.0% | +12.3% | +10.4% |
| 6M | +16.6% | +12.1% | +4.4% | +13.2% |
| YTD | +45.8% | -16.6% | +62.4% | +50.1% |
| 1Y | +43.9% | -14.6% | +58.5% | +47.4% |
| 3Y | +89.6% | -4.1% | +93.8% | +87.3% |
| 5Y | +100.3% | -28.3% | +128.6% | +106.1% |
| All | +755.9% | +140.2% | +615.7% | +532.6% |
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