+107.5%
MO vs DPZ
+148.6%
-41.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.7% | -0.1% |
| 7D | -2.4% | -7.3% | +4.9% | -1.8% |
| 30D | +3.6% | -7.6% | +11.2% | +4.3% |
| 3M | -3.7% | +1.8% | -5.5% | -3.9% |
| 6M | +4.5% | -21.8% | +26.3% | +6.4% |
| YTD | +21.5% | -22.0% | +43.5% | +23.7% |
| 1Y | +9.5% | -28.6% | +38.1% | +12.1% |
| 3Y | +93.6% | -13.1% | +106.7% | +94.0% |
| 5Y | +97.5% | -33.2% | +130.7% | +100.2% |
| All | +107.5% | +148.6% | -41.1% | +79.1% |
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