+124.0%
DPZ vs ZBRA
+402.8%
-278.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +6.6% | -10.9% | +17.4% | +8.7% |
| 30D | +10.3% | -16.6% | +26.9% | +13.7% |
| 3M | -6.2% | -11.6% | +5.4% | -4.3% |
| 6M | +4.2% | +40.2% | -35.9% | -3.5% |
| YTD | -18.4% | +32.6% | -51.0% | -24.2% |
| 1Y | -14.9% | +24.7% | -39.6% | -20.0% |
| 3Y | -4.6% | +56.3% | -60.9% | -16.5% |
| 5Y | -27.4% | -47.0% | +19.6% | -24.6% |
| All | +124.0% | +402.8% | -278.9% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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