+124.0%
DPZ vs A
+319.7%
-195.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.6% |
| 7D | +6.6% | -0.1% | +6.6% | +6.5% |
| 30D | +10.3% | +3.4% | +6.9% | +9.1% |
| 3M | -6.2% | +23.8% | -30.0% | -12.0% |
| 6M | +4.2% | +49.0% | -44.8% | -7.8% |
| YTD | -18.4% | +29.4% | -47.8% | -25.1% |
| 1Y | -14.9% | +19.4% | -34.3% | -20.1% |
| 3Y | -4.6% | +66.2% | -70.8% | -20.5% |
| 5Y | -27.4% | +15.8% | -43.2% | -34.0% |
| All | +124.0% | +319.7% | -195.8% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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