+906.4%
MOD vs DPZ
+123.5%
+782.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +6.1% |
| 7D | -25.5% | +6.6% | -32.1% | -26.6% |
| 30D | -49.0% | +10.3% | -59.3% | -50.2% |
| 3M | -49.8% | -6.2% | -43.7% | -49.5% |
| 6M | -64.8% | +4.2% | -69.0% | -65.7% |
| YTD | -27.6% | -18.4% | -9.2% | -25.5% |
| 1Y | -35.2% | -14.9% | -20.3% | -34.0% |
| 3Y | +137.1% | -4.6% | +141.8% | +131.9% |
| 5Y | +760.3% | -27.4% | +787.7% | +770.3% |
| All | +906.4% | +123.5% | +782.9% | +797.5% |
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