+554.8%
MA vs DPZ
+125.0%
+429.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.3% | +3.7% | -4.0% | -1.2% |
| 30D | +11.3% | +8.0% | +3.3% | +9.2% |
| 3M | +16.7% | -4.2% | +20.9% | +17.6% |
| 6M | +32.8% | +4.6% | +28.2% | +30.8% |
| YTD | +15.6% | -18.4% | +34.0% | +20.1% |
| 1Y | +19.6% | -16.8% | +36.3% | +23.6% |
| 3Y | +72.1% | -5.0% | +77.1% | +69.9% |
| 5Y | +96.0% | -27.8% | +123.8% | +102.2% |
| 10Y | +554.8% | +121.1% | +433.7% | +411.4% |
| All | +554.8% | +125.0% | +429.7% | +411.4% |
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