+121.1%
DPZ vs MKTX
+17.6%
+103.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +8.0% | +0.7% | +7.4% | +7.9% |
| 3M | -4.2% | +2.4% | -6.6% | -4.6% |
| 6M | +4.6% | +13.5% | -8.9% | +1.7% |
| YTD | -18.4% | -7.2% | -11.2% | -17.9% |
| 1Y | -16.8% | +1.0% | -17.7% | -17.5% |
| 3Y | -5.0% | -23.7% | +18.7% | -3.0% |
| 5Y | -27.8% | -54.4% | +26.6% | -20.8% |
| 10Y | +121.1% | +13.2% | +107.9% | +124.1% |
| All | +121.1% | +17.6% | +103.5% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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