+155.0%
DPZ vs M
-2.2%
+157.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.9% |
| 7D | -2.5% | +4.7% | -7.3% | -2.9% |
| 30D | -7.0% | -9.6% | +2.7% | -6.3% |
| 3M | +11.6% | +0.9% | +10.8% | +11.4% |
| 6M | -15.2% | +22.3% | -37.4% | -16.6% |
| YTD | -17.2% | +6.5% | -23.8% | -18.0% |
| 1Y | -24.8% | +38.8% | -63.6% | -27.0% |
| 3Y | -8.7% | +115.9% | -124.6% | -15.5% |
| 5Y | -28.9% | +28.6% | -57.5% | -32.6% |
| All | +155.0% | -2.2% | +157.2% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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