+124.0%
DPZ vs DD
+87.9%
+36.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.3% |
| 7D | +6.6% | +4.6% | +1.9% | +5.7% |
| 30D | +10.3% | +11.8% | -1.5% | +8.3% |
| 3M | -6.2% | +2.2% | -8.3% | -6.6% |
| 6M | +4.2% | -1.6% | +5.9% | +4.1% |
| YTD | -18.4% | +23.0% | -41.4% | -21.6% |
| 1Y | -14.9% | +26.9% | -41.9% | -18.7% |
| 3Y | -4.6% | +77.9% | -82.5% | -14.3% |
| 5Y | -27.4% | +59.9% | -87.3% | -34.9% |
| All | +124.0% | +87.9% | +36.1% | +111.9% |
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