+614.8%
FLEX vs DPZ
+140.2%
+474.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.5% | -6.6% | -4.6% |
| 7D | +7.5% | +2.2% | +5.2% | +6.9% |
| 30D | -25.3% | +15.5% | -40.8% | -28.2% |
| 3M | -39.7% | -2.0% | -37.7% | -39.8% |
| 6M | -47.9% | +12.1% | -60.0% | -50.5% |
| YTD | +24.1% | -16.6% | +40.7% | +28.1% |
| 1Y | +26.0% | -14.6% | +40.5% | +28.8% |
| 3Y | +282.7% | -4.1% | +286.8% | +272.1% |
| 5Y | +424.2% | -28.3% | +452.5% | +448.8% |
| All | +614.8% | +140.2% | +474.5% | +419.3% |
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