+120.5%
DVN vs DPZ
-34.0%
+154.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.8% |
| 7D | -0.1% | -7.3% | +7.2% | +1.0% |
| 30D | +8.0% | -7.6% | +15.6% | +9.1% |
| 3M | +11.9% | +1.8% | +10.1% | +11.0% |
| 6M | +10.6% | -21.8% | +32.4% | +14.8% |
| YTD | +35.4% | -22.0% | +57.4% | +40.4% |
| 1Y | +46.5% | -28.6% | +75.1% | +54.4% |
| 3Y | +3.0% | -13.1% | +16.0% | +3.7% |
| 5Y | +120.5% | -33.2% | +153.7% | +133.5% |
| All | +120.5% | -34.0% | +154.5% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling