+84.4%
DT vs DPZ
+49.2%
+35.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -20.2% | +3.7% | -23.9% | -21.3% |
| 30D | -30.8% | +8.0% | -38.8% | -32.8% |
| 3M | -10.2% | -4.2% | -6.0% | -9.4% |
| 6M | +8.0% | +4.6% | +3.4% | +5.1% |
| YTD | +1.5% | -18.4% | +19.9% | +7.3% |
| 1Y | -6.9% | -16.8% | +9.9% | -2.4% |
| 3Y | -10.9% | -5.0% | -5.9% | -14.1% |
| 5Y | -42.2% | -27.8% | -14.4% | -39.2% |
| All | +84.4% | +49.2% | +35.2% | +53.8% |
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