-10.9%
DOW vs DPZ
+41.5%
-52.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.2% |
| 7D | -6.0% | -7.3% | +1.3% | -4.7% |
| 30D | -2.7% | -7.6% | +4.8% | -1.4% |
| 3M | -10.5% | +1.8% | -12.3% | -11.1% |
| 6M | -12.4% | -21.8% | +9.4% | -8.8% |
| YTD | +30.0% | -22.0% | +52.0% | +35.4% |
| 1Y | +27.8% | -28.6% | +56.4% | +35.4% |
| 3Y | -34.9% | -13.1% | -21.9% | -33.9% |
| 5Y | -35.9% | -33.2% | -2.7% | -33.6% |
| All | -10.9% | +41.5% | -52.4% | -16.6% |
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