+152.4%
DPZ vs DGX
+241.2%
-88.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -4.4% | -1.2% | -3.2% | -4.1% |
| 3M | +7.6% | +19.9% | -12.3% | +1.6% |
| 6M | -16.9% | +19.2% | -36.2% | -21.5% |
| YTD | -18.6% | +37.5% | -56.1% | -26.6% |
| 1Y | -26.7% | +31.3% | -57.9% | -33.0% |
| 3Y | -9.3% | +96.6% | -105.9% | -27.7% |
| 5Y | -31.0% | +64.3% | -95.3% | -42.3% |
| 10Y | +152.4% | +241.1% | -88.8% | +73.0% |
| All | +152.4% | +241.2% | -88.9% | +73.0% |
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