+713.8%
MOD vs DPZ
-27.3%
+741.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.3% | -7.6% | -7.3% |
| 7D | -34.2% | +9.5% | -43.6% | -35.6% |
| 30D | -51.9% | +12.8% | -64.7% | -53.4% |
| 3M | -53.0% | -6.2% | -46.8% | -52.5% |
| 6M | -66.4% | +4.3% | -70.6% | -67.3% |
| YTD | -31.5% | -16.6% | -14.9% | -28.4% |
| 1Y | -39.6% | -12.8% | -26.7% | -37.9% |
| 3Y | +116.8% | -0.8% | +117.7% | +102.7% |
| 5Y | +713.8% | -25.8% | +739.6% | +665.9% |
| All | +713.8% | -27.3% | +741.1% | +665.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling