+155.0%
DPZ vs A
+247.9%
-92.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -2.5% | -1.9% | -0.6% | -2.0% |
| 30D | -7.0% | +6.9% | -13.9% | -8.9% |
| 3M | +11.6% | +9.2% | +2.4% | +8.5% |
| 6M | -15.2% | +25.7% | -40.9% | -21.3% |
| YTD | -17.2% | +11.5% | -28.8% | -20.6% |
| 1Y | -24.8% | +18.4% | -43.2% | -29.4% |
| 3Y | -8.7% | +26.6% | -35.3% | -17.6% |
| 5Y | -28.9% | -12.8% | -16.1% | -30.2% |
| All | +155.0% | +247.9% | -92.9% | +68.2% |
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