+66.6%
DVN vs DPZ
+145.4%
-78.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | +2.5% | -8.6% | +11.1% | +3.8% |
| 30D | +10.2% | -11.2% | +21.4% | +11.9% |
| 3M | +8.1% | +1.4% | +6.7% | +7.4% |
| 6M | +15.9% | -19.9% | +35.8% | +19.0% |
| YTD | +38.2% | -23.0% | +61.3% | +42.7% |
| 1Y | +44.5% | -28.2% | +72.7% | +50.7% |
| 3Y | +5.1% | -14.2% | +19.4% | +6.0% |
| 5Y | +124.3% | -33.4% | +157.7% | +130.1% |
| All | +66.6% | +145.4% | -78.9% | +45.1% |
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