+95.6%
F vs DPZ
+153.4%
-57.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.8% |
| 7D | +5.3% | -2.5% | +7.9% | +5.8% |
| 30D | +4.6% | -7.0% | +11.6% | +5.9% |
| 3M | -3.7% | +11.6% | -15.3% | -6.0% |
| 6M | +16.8% | -15.2% | +32.0% | +20.0% |
| YTD | +15.3% | -17.2% | +32.5% | +18.9% |
| 1Y | +31.0% | -24.8% | +55.9% | +37.6% |
| 3Y | +45.4% | -8.7% | +54.1% | +45.0% |
| 5Y | +54.7% | -28.9% | +83.6% | +56.5% |
| All | +95.6% | +153.4% | -57.8% | +56.5% |
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 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