+128.9%
DPZ vs DG
+129.0%
-0.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.8% | +0.8% |
| 7D | +9.5% | +6.1% | +3.4% | +8.2% |
| 30D | +12.8% | +11.9% | +0.8% | +10.3% |
| 3M | -6.2% | +9.3% | -15.5% | -8.0% |
| 6M | +4.3% | +19.1% | -14.9% | +0.6% |
| YTD | -16.6% | +5.9% | -22.5% | -18.0% |
| 1Y | -12.8% | +39.8% | -52.6% | -18.7% |
| 3Y | -0.8% | +23.4% | -24.2% | -8.5% |
| 5Y | -25.8% | -33.3% | +7.5% | -21.3% |
| All | +128.9% | +129.0% | -0.1% | +112.9% |
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