+2,662.4%
DELL vs DPZ
+140.2%
+2,522.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.5% | -9.7% | -7.7% |
| 7D | +4.9% | +2.2% | +2.6% | +4.4% |
| 30D | -32.1% | +15.5% | -47.6% | -34.3% |
| 3M | -30.2% | -2.0% | -28.2% | -30.3% |
| 6M | +41.7% | +12.1% | +29.6% | +36.1% |
| YTD | +176.6% | -16.6% | +193.2% | +184.8% |
| 1Y | +159.9% | -14.6% | +174.5% | +165.8% |
| 3Y | +388.0% | -4.1% | +392.1% | +380.8% |
| 5Y | +578.2% | -28.3% | +606.5% | +598.3% |
| All | +2,662.4% | +140.2% | +2,522.1% | +2,130.2% |
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