-37.4%
DOCS vs DPZ
-19.9%
-17.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -1.3% | +9.5% | -10.8% | -5.5% |
| 30D | +19.4% | +12.8% | +6.6% | +12.7% |
| 3M | +53.4% | -6.2% | +59.6% | +57.4% |
| 6M | +28.8% | +4.3% | +24.5% | +25.0% |
| YTD | -25.1% | -16.6% | -8.5% | -19.7% |
| 1Y | -48.1% | -12.8% | -35.3% | -45.7% |
| 3Y | +51.4% | -0.8% | +52.2% | +36.9% |
| 5Y | -51.1% | -25.8% | -25.3% | -48.1% |
| All | -37.4% | -19.9% | -17.5% | -36.6% |
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