+94.2%
KEY vs DPZ
+140.2%
-46.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | 0.0% |
| 7D | +2.9% | +2.2% | +0.7% | +2.4% |
| 30D | +8.4% | +15.5% | -7.1% | +4.8% |
| 3M | -5.8% | -2.0% | -3.8% | -5.5% |
| 6M | +5.4% | +12.1% | -6.7% | +1.9% |
| YTD | +7.1% | -16.6% | +23.6% | +10.6% |
| 1Y | +26.8% | -14.6% | +41.4% | +30.1% |
| 3Y | +128.7% | -4.1% | +132.8% | +126.0% |
| 5Y | +13.6% | -28.3% | +41.9% | +16.4% |
| All | +94.2% | +140.2% | -46.0% | +44.1% |
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