-38.8%
DOCS vs DPZ
-22.6%
-16.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -0.8% |
| 7D | -0.6% | +2.2% | -2.7% | -1.5% |
| 30D | +6.3% | +6.7% | -0.4% | +3.0% |
| 3M | +26.5% | -4.5% | +31.0% | +28.9% |
| 6M | +24.8% | +3.3% | +21.5% | +21.8% |
| YTD | -26.8% | -19.4% | -7.4% | -20.2% |
| 1Y | -38.3% | -17.3% | -21.0% | -33.6% |
| 3Y | +36.0% | -8.4% | +44.4% | +28.7% |
| 5Y | -55.0% | -28.2% | -26.8% | -51.5% |
| All | -38.8% | -22.6% | -16.2% | -37.0% |
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