+57.3%
DVN vs DPZ
+140.2%
-83.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | +0.4% |
| 7D | +10.4% | +2.2% | +8.1% | +10.0% |
| 30D | -6.7% | +15.5% | -22.2% | -8.5% |
| 3M | +5.6% | -2.0% | +7.6% | +5.6% |
| 6M | +0.7% | +12.1% | -11.5% | -1.5% |
| YTD | +29.6% | -16.6% | +46.2% | +32.1% |
| 1Y | +36.3% | -14.6% | +50.9% | +38.5% |
| 3Y | +13.2% | -4.1% | +17.3% | +12.3% |
| 5Y | +38.6% | -28.3% | +66.9% | +40.6% |
| All | +57.3% | +140.2% | -83.0% | +43.7% |
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