+105.3%
KEY vs DPZ
+116.9%
-11.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +0.5% | +2.2% | -1.6% | 0.0% |
| 30D | +6.9% | +6.7% | +0.2% | +5.2% |
| 3M | -5.0% | -4.5% | -0.5% | -4.2% |
| 6M | +0.7% | +3.3% | -2.6% | -0.7% |
| YTD | +6.5% | -19.4% | +25.9% | +10.9% |
| 1Y | +22.6% | -17.3% | +39.9% | +26.8% |
| 3Y | +125.3% | -8.4% | +133.7% | +125.1% |
| 5Y | +13.9% | -28.2% | +42.1% | +16.8% |
| 10Y | +105.3% | +130.9% | -25.5% | +60.1% |
| All | +105.3% | +116.9% | -11.5% | +60.1% |
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