+1,018.0%
KEYS vs DPZ
+141.0%
+877.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.4% |
| 7D | +3.5% | -8.6% | +12.1% | +5.8% |
| 30D | -4.5% | -11.9% | +7.4% | -1.6% |
| 3M | -0.4% | +0.4% | -0.8% | -1.7% |
| 6M | +19.1% | -19.9% | +39.0% | +24.9% |
| YTD | +66.7% | -24.4% | +91.1% | +77.5% |
| 1Y | +96.5% | -30.4% | +126.9% | +113.9% |
| 3Y | +155.2% | -17.4% | +172.5% | +161.3% |
| 5Y | +88.0% | -34.6% | +122.6% | +101.1% |
| All | +1,018.0% | +141.0% | +877.0% | +724.3% |
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