+886.3%
MOD vs DPZ
+116.9%
+769.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.7% |
| 7D | -17.8% | +2.2% | -20.0% | -18.4% |
| 30D | -43.2% | +6.7% | -49.9% | -44.2% |
| 3M | -46.0% | -4.5% | -41.5% | -45.9% |
| 6M | -62.2% | +3.3% | -65.5% | -63.2% |
| YTD | -22.8% | -19.4% | -3.4% | -20.3% |
| 1Y | -35.5% | -17.3% | -18.2% | -33.9% |
| 3Y | +128.2% | -8.4% | +136.6% | +125.0% |
| 5Y | +791.6% | -28.2% | +819.8% | +804.4% |
| 10Y | +886.3% | +130.9% | +755.4% | +728.5% |
| All | +886.3% | +116.9% | +769.4% | +728.5% |
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