+627.7%
GEV vs DPZ
-31.4%
+659.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.4% |
| 7D | +3.2% | -7.3% | +10.4% | +4.5% |
| 30D | -4.0% | -7.6% | +3.6% | -2.8% |
| 3M | +3.4% | +1.8% | +1.6% | +2.2% |
| 6M | +14.7% | -21.8% | +36.5% | +22.4% |
| YTD | +45.8% | -22.0% | +67.8% | +55.5% |
| 1Y | +57.4% | -28.6% | +86.0% | +73.7% |
| All | +627.7% | -31.4% | +659.0% | +716.5% |
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