+155.0%
DPZ vs DECK
+718.3%
-563.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | -2.5% | -2.2% | -0.3% | -2.2% |
| 30D | -7.0% | -13.6% | +6.6% | -4.5% |
| 3M | +11.6% | -21.2% | +32.8% | +16.3% |
| 6M | -15.2% | -21.1% | +5.9% | -11.9% |
| YTD | -17.2% | -17.2% | 0.0% | -15.1% |
| 1Y | -24.8% | -30.7% | +5.9% | -20.8% |
| 3Y | -8.7% | -3.4% | -5.3% | -13.4% |
| 5Y | -28.9% | +25.5% | -54.5% | -37.9% |
| All | +155.0% | +718.3% | -563.3% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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