+82.3%
DT vs DPZ
+47.3%
+35.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -7.5% | +2.2% | -9.7% | -8.3% |
| 30D | -31.5% | +6.7% | -38.2% | -33.2% |
| 3M | -14.0% | -4.5% | -9.5% | -13.2% |
| 6M | +6.9% | +3.3% | +3.6% | +4.4% |
| YTD | +0.3% | -19.4% | +19.8% | +6.6% |
| 1Y | -6.9% | -17.3% | +10.4% | -2.2% |
| 3Y | -13.9% | -8.4% | -5.5% | -15.8% |
| 5Y | -39.9% | -28.2% | -11.7% | -36.7% |
| All | +82.3% | +47.3% | +35.0% | +52.8% |
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