+489.4%
NDAQ vs DPZ
+134.3%
+355.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | +1.7% | -2.5% | +4.2% | +2.2% |
| 30D | +16.2% | +12.5% | +3.7% | +13.4% |
| 3M | +14.0% | -5.2% | +19.2% | +15.0% |
| 6M | +22.3% | +8.8% | +13.5% | +19.7% |
| YTD | +13.0% | -18.7% | +31.7% | +16.9% |
| 1Y | +24.0% | -15.7% | +39.7% | +27.3% |
| 3Y | +117.1% | -7.5% | +124.6% | +116.6% |
| 5Y | +67.5% | -30.1% | +97.6% | +73.2% |
| All | +489.4% | +134.3% | +355.2% | +411.3% |
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