+565.2%
FLEX vs DPZ
+123.5%
+441.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.7% | +5.1% |
| 7D | -19.3% | +6.6% | -25.9% | -20.7% |
| 30D | -41.5% | +10.3% | -51.8% | -43.1% |
| 3M | -43.1% | -6.2% | -36.9% | -42.6% |
| 6M | -48.2% | +4.2% | -52.5% | -49.9% |
| YTD | +15.5% | -18.4% | +33.9% | +19.8% |
| 1Y | +10.2% | -14.9% | +25.1% | +12.6% |
| 3Y | +256.8% | -4.6% | +261.4% | +247.0% |
| 5Y | +408.2% | -27.4% | +435.6% | +428.9% |
| All | +565.2% | +123.5% | +441.7% | +392.9% |
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