+128.9%
DPZ vs ACWI
+219.2%
-90.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +2.4% |
| 7D | +9.5% | -4.0% | +13.5% | +12.0% |
| 30D | +12.8% | -5.8% | +18.6% | +16.6% |
| 3M | -6.2% | -5.0% | -1.2% | -3.6% |
| 6M | +4.3% | +0.7% | +3.6% | +3.1% |
| YTD | -16.6% | +8.4% | -25.0% | -21.3% |
| 1Y | -12.8% | +10.1% | -22.9% | -18.5% |
| 3Y | -0.8% | +70.8% | -71.6% | -29.0% |
| 5Y | -25.8% | +55.4% | -81.2% | -44.5% |
| All | +128.9% | +219.2% | -90.3% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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