+124.0%
DPZ vs Z
-14.9%
+138.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -1.8% |
| 7D | +6.6% | -4.6% | +11.1% | +7.2% |
| 30D | +10.3% | +8.3% | +2.0% | +8.7% |
| 3M | -6.2% | -11.6% | +5.4% | -4.9% |
| 6M | +4.2% | -33.6% | +37.9% | +10.0% |
| YTD | -18.4% | -56.7% | +38.3% | -8.9% |
| 1Y | -14.9% | -59.1% | +44.2% | -4.4% |
| 3Y | -4.6% | -20.4% | +15.7% | -5.2% |
| 5Y | -27.4% | -55.3% | +27.9% | -24.6% |
| All | +124.0% | -14.9% | +138.9% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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