+110.9%
DT vs DPZ
+48.8%
+62.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.5% |
| 7D | -4.9% | -1.5% | -3.4% | -4.4% |
| 30D | +2.7% | -4.4% | +7.1% | +4.1% |
| 3M | +20.0% | +7.6% | +12.3% | +16.1% |
| 6M | +28.0% | -16.9% | +45.0% | +35.5% |
| YTD | +16.0% | -18.6% | +34.7% | +23.4% |
| 1Y | +0.7% | -26.7% | +27.4% | +11.2% |
| 3Y | +6.2% | -9.3% | +15.5% | +4.6% |
| 5Y | -28.1% | -31.0% | +2.9% | -23.1% |
| All | +110.9% | +48.8% | +62.1% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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