+34.7%
LUNR vs DPZ
-29.8%
+64.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.9% |
| 7D | +24.2% | +2.2% | +21.9% | +23.4% |
| 30D | +18.0% | +15.5% | +2.5% | +12.6% |
| 3M | -26.0% | -2.0% | -24.0% | -26.1% |
| 6M | -63.6% | +12.1% | -75.7% | -65.7% |
| YTD | -19.9% | -16.6% | -3.3% | -15.6% |
| 1Y | +50.1% | -14.6% | +64.7% | +56.5% |
| 3Y | +374.5% | -4.1% | +378.6% | +365.9% |
| All | +34.7% | -29.8% | +64.5% | +49.6% |
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