+568.4%
MA vs DPZ
+116.9%
+451.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +1.8% | +2.2% | -0.4% | +1.3% |
| 30D | +11.8% | +6.7% | +5.1% | +10.1% |
| 3M | +17.2% | -4.5% | +21.7% | +18.2% |
| 6M | +33.4% | +3.3% | +30.1% | +31.8% |
| YTD | +16.1% | -19.4% | +35.6% | +21.0% |
| 1Y | +19.9% | -17.3% | +37.2% | +24.2% |
| 3Y | +70.1% | -8.4% | +78.5% | +69.3% |
| 5Y | +89.6% | -28.2% | +117.8% | +95.9% |
| 10Y | +568.4% | +130.9% | +437.6% | +420.6% |
| All | +568.4% | +116.9% | +451.6% | +420.6% |
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