+155.0%
DPZ vs APD
+164.4%
-9.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -2.5% | -2.2% | -0.3% | -2.0% |
| 30D | -7.0% | +2.1% | -9.1% | -7.4% |
| 3M | +11.6% | +7.2% | +4.4% | +9.6% |
| 6M | -15.2% | +11.2% | -26.4% | -17.5% |
| YTD | -17.2% | +24.4% | -41.6% | -21.8% |
| 1Y | -24.8% | +6.7% | -31.5% | -26.5% |
| 3Y | -8.7% | +9.2% | -17.9% | -12.2% |
| 5Y | -28.9% | +27.4% | -56.3% | -35.0% |
| All | +155.0% | +164.4% | -9.4% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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