+294.5%
KEEL vs DPZ
+45.0%
+249.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +4.5% |
| 7D | +2.9% | -8.6% | +11.5% | +6.5% |
| 30D | +0.8% | -11.9% | +12.8% | +5.4% |
| 3M | -35.3% | +0.4% | -35.7% | -37.6% |
| 6M | +59.4% | -19.9% | +79.3% | +70.7% |
| YTD | +51.9% | -24.4% | +76.3% | +66.8% |
| 1Y | +75.0% | -30.4% | +105.4% | +98.4% |
| 3Y | +224.5% | -17.4% | +241.9% | +239.1% |
| 5Y | -35.9% | -34.6% | -1.3% | -28.4% |
| All | +294.5% | +45.0% | +249.5% | +211.2% |
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