+128.9%
DPZ vs DAR
+272.5%
-143.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +0.7% |
| 7D | +9.5% | -8.1% | +17.6% | +10.6% |
| 30D | +12.8% | -17.1% | +29.9% | +15.3% |
| 3M | -6.2% | -12.3% | +6.0% | -5.1% |
| 6M | +4.3% | -21.8% | +26.1% | +6.9% |
| YTD | -16.6% | +40.8% | -57.4% | -21.4% |
| 1Y | -12.8% | +57.4% | -70.2% | -19.2% |
| 3Y | -0.8% | +12.1% | -13.0% | -5.9% |
| 5Y | -25.8% | -40.2% | +14.4% | -24.5% |
| All | +128.9% | +272.5% | -143.6% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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