+133.0%
DPZ vs DGX
+286.6%
-153.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | +2.2% | +4.6% | -2.4% | +0.8% |
| 30D | +6.7% | +11.9% | -5.2% | +3.1% |
| 3M | -4.5% | +9.2% | -13.7% | -7.2% |
| 6M | +3.3% | +39.0% | -35.7% | -7.0% |
| YTD | -19.4% | +51.4% | -70.9% | -29.7% |
| 1Y | -17.3% | +42.6% | -59.8% | -26.4% |
| 3Y | -8.4% | +105.9% | -114.3% | -28.1% |
| 5Y | -28.2% | +96.6% | -124.8% | -43.2% |
| All | +133.0% | +286.6% | -153.6% | +60.6% |
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