+128.9%
DPZ vs A
+312.6%
-183.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.1% |
| 7D | +9.5% | -5.2% | +14.7% | +11.0% |
| 30D | +12.8% | +1.4% | +11.4% | +12.2% |
| 3M | -6.2% | +21.9% | -28.2% | -11.7% |
| 6M | +4.3% | +46.7% | -42.4% | -7.4% |
| YTD | -16.6% | +27.2% | -43.8% | -23.0% |
| 1Y | -12.8% | +17.9% | -30.8% | -17.8% |
| 3Y | -0.8% | +61.1% | -62.0% | -16.6% |
| 5Y | -25.8% | +13.8% | -39.6% | -32.3% |
| All | +128.9% | +312.6% | -183.7% | +52.4% |
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