+155.0%
DPZ vs DG
+109.0%
+46.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.0% |
| 7D | -2.5% | +8.4% | -10.9% | -4.0% |
| 30D | -7.0% | +4.9% | -11.9% | -7.9% |
| 3M | +11.6% | +29.3% | -17.7% | +6.3% |
| 6M | -15.2% | -11.3% | -3.9% | -13.8% |
| YTD | -17.2% | +1.8% | -19.0% | -18.0% |
| 1Y | -24.8% | +25.3% | -50.2% | -28.5% |
| 3Y | -8.7% | +9.1% | -17.8% | -13.4% |
| 5Y | -28.9% | -34.9% | +6.0% | -24.3% |
| All | +155.0% | +109.0% | +46.0% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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