+172.1%
EXC vs DPZ
+123.5%
+48.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.7% |
| 7D | -1.2% | +6.6% | -7.7% | -2.0% |
| 30D | +10.0% | +10.3% | -0.3% | +8.5% |
| 3M | +1.6% | -6.2% | +7.8% | +2.3% |
| 6M | +3.3% | +4.2% | -1.0% | +2.3% |
| YTD | +7.6% | -18.4% | +26.0% | +9.9% |
| 1Y | +3.5% | -14.9% | +18.4% | +5.1% |
| 3Y | +27.7% | -4.6% | +32.3% | +25.7% |
| 5Y | +41.1% | -27.4% | +68.5% | +42.7% |
| All | +172.1% | +123.5% | +48.6% | +131.3% |
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