+155.0%
DPZ vs DOC
-2.1%
+157.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.4% |
| 7D | -2.5% | -1.5% | -1.1% | -2.3% |
| 30D | -7.0% | -4.8% | -2.2% | -6.3% |
| 3M | +11.6% | +6.9% | +4.7% | +10.4% |
| 6M | -15.2% | +20.7% | -35.9% | -17.9% |
| YTD | -17.2% | +34.1% | -51.4% | -21.3% |
| 1Y | -24.8% | +22.6% | -47.5% | -27.6% |
| 3Y | -8.7% | +20.8% | -29.5% | -12.5% |
| 5Y | -28.9% | -24.9% | -4.1% | -28.2% |
| All | +155.0% | -2.1% | +157.1% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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