+121.1%
DPZ vs DD
+105.4%
+15.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -0.9% |
| 7D | +3.7% | +9.8% | -6.1% | +2.1% |
| 30D | +8.0% | +19.3% | -11.3% | +5.1% |
| 3M | -4.2% | +9.4% | -13.6% | -5.6% |
| 6M | +4.6% | +4.8% | -0.2% | +3.5% |
| YTD | -18.4% | +30.2% | -48.7% | -22.3% |
| 1Y | -16.8% | +32.2% | -49.0% | -20.9% |
| 3Y | -5.0% | +93.1% | -98.1% | -15.7% |
| 5Y | -27.8% | +68.0% | -95.8% | -35.8% |
| 10Y | +121.1% | +98.5% | +22.6% | +108.3% |
| All | +121.1% | +105.4% | +15.7% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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