+686.6%
P vs DPZ
+123.5%
+563.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.1% |
| 7D | -23.8% | +6.6% | -30.4% | -25.4% |
| 30D | -36.6% | +10.3% | -46.9% | -38.7% |
| 3M | +10.9% | -6.2% | +17.0% | +12.0% |
| 6M | +30.0% | +4.2% | +25.7% | +25.7% |
| YTD | +44.4% | -18.4% | +62.8% | +50.6% |
| 1Y | +3.9% | -14.9% | +18.9% | +6.4% |
| 3Y | +176.6% | -4.6% | +181.2% | +164.8% |
| 5Y | +249.3% | -27.4% | +276.7% | +263.3% |
| All | +686.6% | +123.5% | +563.1% | +549.4% |
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