+5,892.0%
FIX vs DPZ
+153.4%
+5,738.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | +6.0% | -2.5% | +8.6% | +6.4% |
| 30D | -7.2% | -7.0% | -0.3% | -6.3% |
| 3M | -15.9% | +11.6% | -27.5% | -18.1% |
| 6M | +12.7% | -15.2% | +27.9% | +15.4% |
| YTD | +72.8% | -17.2% | +90.0% | +77.4% |
| 1Y | +122.9% | -24.8% | +147.7% | +133.0% |
| 3Y | +774.3% | -8.7% | +783.0% | +777.1% |
| 5Y | +2,049.5% | -28.9% | +2,078.4% | +2,125.3% |
| All | +5,892.0% | +153.4% | +5,738.6% | +5,205.7% |
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