+124.0%
DPZ vs DG
+122.0%
+2.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.6% |
| 7D | +6.6% | +1.1% | +5.5% | +6.3% |
| 30D | +10.3% | +9.5% | +0.8% | +8.4% |
| 3M | -6.2% | +5.5% | -11.6% | -7.3% |
| 6M | +4.2% | +16.1% | -11.9% | +1.1% |
| YTD | -18.4% | +2.7% | -21.1% | -19.3% |
| 1Y | -14.9% | +42.1% | -57.0% | -20.9% |
| 3Y | -4.6% | +19.3% | -23.9% | -11.4% |
| 5Y | -27.4% | -35.3% | +7.9% | -22.5% |
| All | +124.0% | +122.0% | +2.0% | +109.6% |
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