+155.7%
MO vs DPZ
+140.2%
+15.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.7% |
| 7D | +3.3% | +2.2% | +1.1% | +3.1% |
| 30D | +7.5% | +15.5% | -8.0% | +6.2% |
| 3M | +22.8% | -2.0% | +24.8% | +22.9% |
| 6M | +13.4% | +12.1% | +1.2% | +12.2% |
| YTD | +43.0% | -16.6% | +59.6% | +44.5% |
| 1Y | +45.2% | -14.6% | +59.8% | +46.5% |
| 3Y | +145.5% | -4.1% | +149.7% | +144.2% |
| 5Y | +157.1% | -28.3% | +185.4% | +158.7% |
| All | +155.7% | +140.2% | +15.4% | +127.7% |
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