+121.1%
DPZ vs AU
+743.0%
-621.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.9% | -6.9% | -0.3% |
| 7D | +3.7% | +20.8% | -17.1% | +2.9% |
| 30D | +8.0% | +5.5% | +2.5% | +7.7% |
| 3M | -4.2% | +3.9% | -8.1% | -4.5% |
| 6M | +4.6% | -5.4% | +10.0% | +4.5% |
| YTD | -18.4% | +20.7% | -39.1% | -19.7% |
| 1Y | -16.8% | +49.8% | -66.6% | -19.0% |
| 3Y | -5.0% | +565.6% | -570.7% | -14.5% |
| 5Y | -27.8% | +500.4% | -528.2% | -35.3% |
| 10Y | +121.1% | +795.4% | -674.3% | +105.8% |
| All | +121.1% | +743.0% | -621.9% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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