+188.1%
DLR vs DPZ
+116.9%
+71.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.6% |
| 7D | +0.3% | +2.2% | -1.8% | 0.0% |
| 30D | +1.2% | +6.7% | -5.5% | +0.1% |
| 3M | -4.8% | -4.5% | -0.3% | -4.3% |
| 6M | -6.1% | +3.3% | -9.4% | -7.2% |
| YTD | +19.3% | -19.4% | +38.7% | +22.8% |
| 1Y | +10.0% | -17.3% | +27.2% | +12.6% |
| 3Y | +53.8% | -8.4% | +62.2% | +53.1% |
| 5Y | +39.1% | -28.2% | +67.3% | +41.4% |
| 10Y | +188.1% | +130.9% | +57.3% | +157.3% |
| All | +188.1% | +116.9% | +71.3% | +157.3% |
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