+82.7%
O vs DPZ
+116.9%
-34.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +3.5% | +2.2% | +1.4% | +3.2% |
| 30D | +10.4% | +6.7% | +3.7% | +9.2% |
| 3M | -2.4% | -4.5% | +2.1% | -1.8% |
| 6M | -1.2% | +3.3% | -4.5% | -2.1% |
| YTD | +10.4% | -19.4% | +29.8% | +13.6% |
| 1Y | +11.4% | -17.3% | +28.7% | +14.1% |
| 3Y | +40.4% | -8.4% | +48.8% | +39.4% |
| 5Y | +12.1% | -28.2% | +40.4% | +14.6% |
| 10Y | +82.7% | +130.9% | -48.1% | +57.3% |
| All | +82.7% | +116.9% | -34.1% | +57.3% |
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