+154.5%
DPZ vs ZBRA
+427.9%
-273.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.0% |
| 7D | -2.5% | +1.8% | -4.3% | -2.9% |
| 30D | -7.0% | -1.7% | -5.3% | -6.7% |
| 3M | +11.6% | +47.8% | -36.2% | +2.9% |
| 6M | -15.2% | +56.7% | -71.9% | -23.0% |
| YTD | -17.2% | +49.4% | -66.6% | -24.6% |
| 1Y | -24.8% | +16.5% | -41.4% | -28.4% |
| 3Y | -8.7% | +31.5% | -40.1% | -17.1% |
| 5Y | -28.9% | -38.6% | +9.7% | -28.0% |
| All | +154.5% | +427.9% | -273.4% | +74.1% |
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