-99.9%
DFNS vs DPZ
-6.6%
-93.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | +0.8% | -1.5% | +2.3% | +1.0% |
| 30D | -73.2% | -4.4% | -68.8% | -73.1% |
| 3M | -72.4% | +7.6% | -80.1% | -71.7% |
| 6M | -95.2% | -16.9% | -78.3% | -95.2% |
| YTD | -98.0% | -18.6% | -79.4% | -98.0% |
| 1Y | -98.3% | -26.7% | -71.6% | -98.3% |
| 3Y | -99.9% | -9.3% | -90.6% | -99.9% |
| 5Y | -99.9% | -31.0% | -68.8% | -99.9% |
| All | -99.9% | -6.6% | -93.3% | -99.9% |
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