+152.4%
DPZ vs AZO
+304.4%
-152.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | -4.4% | -5.6% | +1.2% | -2.8% |
| 3M | +7.6% | -4.0% | +11.6% | +8.8% |
| 6M | -16.9% | -18.9% | +2.0% | -12.1% |
| YTD | -18.6% | -13.0% | -5.7% | -15.8% |
| 1Y | -26.7% | -30.4% | +3.8% | -19.2% |
| 3Y | -9.3% | +12.7% | -22.0% | -13.7% |
| 5Y | -31.0% | +89.6% | -120.7% | -42.7% |
| 10Y | +152.4% | +304.7% | -152.3% | +84.2% |
| All | +152.4% | +304.4% | -152.0% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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