+79.8%
F vs DPZ
+123.5%
-43.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.3% |
| 7D | +1.6% | +6.6% | -5.0% | +0.3% |
| 30D | +2.6% | +10.3% | -7.6% | +0.7% |
| 3M | -8.8% | -6.2% | -2.7% | -7.9% |
| 6M | +4.6% | +4.2% | +0.4% | +3.3% |
| YTD | -1.9% | -18.4% | +16.5% | +1.3% |
| 1Y | -0.8% | -14.9% | +14.2% | +1.6% |
| 3Y | +43.5% | -4.6% | +48.1% | +41.8% |
| 5Y | -12.1% | -27.4% | +15.3% | -11.2% |
| All | +79.8% | +123.5% | -43.7% | +54.2% |
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