+132.0%
DPZ vs FIVE
+535.9%
-403.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -3.5% | -0.5% | -3.0% | -3.5% |
| 30D | +5.7% | +17.4% | -11.7% | +3.1% |
| 3M | -7.5% | +7.0% | -14.5% | -8.6% |
| 6M | +6.2% | +20.5% | -14.2% | +2.6% |
| YTD | -19.8% | +33.1% | -52.9% | -24.0% |
| 1Y | -18.0% | +67.1% | -85.0% | -25.1% |
| 3Y | -8.8% | +41.9% | -50.7% | -18.0% |
| 5Y | -30.2% | +21.1% | -51.3% | -37.2% |
| 10Y | +132.0% | +518.8% | -386.8% | +67.1% |
| All | +132.0% | +535.9% | -403.9% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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