+436.0%
META vs DPZ
+116.9%
+319.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +3.3% | +2.2% | +1.1% | +2.7% |
| 30D | -10.8% | +6.7% | -17.4% | -12.5% |
| 3M | +7.9% | -4.5% | +12.4% | +8.8% |
| 6M | +5.4% | +3.3% | +2.1% | +3.6% |
| YTD | -2.6% | -19.4% | +16.8% | +2.0% |
| 1Y | +1.9% | -17.3% | +19.1% | +5.7% |
| 3Y | +97.0% | -8.4% | +105.3% | +92.5% |
| 5Y | +97.6% | -28.2% | +125.8% | +105.1% |
| 10Y | +436.0% | +130.9% | +305.2% | +315.6% |
| All | +436.0% | +116.9% | +319.2% | +315.6% |
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