-6.2%
DOW vs DPZ
+48.0%
-54.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -9.4% | +3.7% | -13.1% | -10.1% |
| 30D | +8.9% | +8.0% | +0.9% | +7.3% |
| 3M | +6.7% | -4.2% | +10.9% | +7.3% |
| 6M | -14.2% | +4.6% | -18.8% | -15.4% |
| YTD | +36.9% | -18.4% | +55.3% | +41.2% |
| 1Y | +45.8% | -16.8% | +62.5% | +49.7% |
| 3Y | -23.9% | -5.0% | -18.9% | -23.9% |
| 5Y | -30.8% | -27.8% | -3.0% | -29.4% |
| All | -6.2% | +48.0% | -54.2% | -13.0% |
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