+67.2%
F vs DPZ
+134.3%
-67.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.1% |
| 7D | -3.9% | -2.5% | -1.4% | -3.4% |
| 30D | -0.5% | +12.5% | -13.0% | -2.7% |
| 3M | -12.9% | -5.2% | -7.7% | -12.2% |
| 6M | +1.5% | +8.8% | -7.2% | -0.6% |
| YTD | -5.0% | -18.7% | +13.6% | -1.8% |
| 1Y | -7.3% | -15.7% | +8.3% | -5.0% |
| 3Y | +45.3% | -7.5% | +52.8% | +44.4% |
| 5Y | -15.8% | -30.1% | +14.3% | -14.6% |
| All | +67.2% | +134.3% | -67.1% | +35.7% |
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