+707.9%
P vs DPZ
+125.0%
+582.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -9.6% | +3.7% | -13.3% | -10.7% |
| 30D | -33.4% | +8.0% | -41.5% | -35.3% |
| 3M | +14.2% | -4.2% | +18.4% | +14.7% |
| 6M | +31.6% | +4.6% | +27.0% | +27.2% |
| YTD | +53.5% | -18.4% | +71.9% | +60.1% |
| 1Y | +14.2% | -16.8% | +30.9% | +17.8% |
| 3Y | +190.5% | -5.0% | +195.5% | +178.6% |
| 5Y | +256.3% | -27.8% | +284.1% | +271.4% |
| 10Y | +707.9% | +121.1% | +586.8% | +562.4% |
| All | +707.9% | +125.0% | +582.8% | +562.4% |
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