+441.9%
MAR vs DPZ
+143.2%
+298.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.6% |
| 7D | -0.5% | -7.3% | +6.8% | +0.8% |
| 30D | -4.7% | -7.6% | +2.9% | -3.4% |
| 3M | -15.6% | +1.8% | -17.4% | -16.2% |
| 6M | +1.2% | -21.8% | +23.0% | +5.3% |
| YTD | +7.5% | -22.0% | +29.5% | +11.7% |
| 1Y | +26.6% | -28.6% | +55.2% | +33.7% |
| 3Y | +66.0% | -13.1% | +79.0% | +68.9% |
| 5Y | +154.1% | -33.2% | +187.3% | +162.2% |
| 10Y | +441.9% | +147.0% | +294.8% | +322.9% |
| All | +441.9% | +143.2% | +298.7% | +322.9% |
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