+130.9%
DPZ vs M
-3.0%
+133.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | +2.2% | +5.0% | -2.9% | +1.7% |
| 30D | +6.7% | +10.6% | -3.9% | +5.8% |
| 3M | -4.5% | +1.6% | -6.1% | -4.8% |
| 6M | +3.3% | +30.8% | -27.5% | +1.0% |
| YTD | -19.4% | +16.9% | -36.3% | -20.7% |
| 1Y | -17.3% | +26.3% | -43.5% | -19.1% |
| 3Y | -8.4% | +158.6% | -167.0% | -16.4% |
| 5Y | -28.2% | +2.1% | -30.3% | -31.8% |
| 10Y | +130.9% | -4.3% | +135.2% | +130.0% |
| All | +130.9% | -3.0% | +133.9% | +130.0% |
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