+124.0%
DPZ vs DGX
+278.6%
-154.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | +6.6% | +1.5% | +5.0% | +6.1% |
| 30D | +10.3% | +12.6% | -2.3% | +6.4% |
| 3M | -6.2% | +7.6% | -13.7% | -8.4% |
| 6M | +4.2% | +36.2% | -32.0% | -5.5% |
| YTD | -18.4% | +49.8% | -68.2% | -28.4% |
| 1Y | -14.9% | +47.3% | -62.2% | -25.0% |
| 3Y | -4.6% | +102.1% | -106.7% | -24.6% |
| 5Y | -27.4% | +100.3% | -127.7% | -42.7% |
| All | +124.0% | +278.6% | -154.6% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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