+239.8%
RF vs DPZ
+116.9%
+122.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | +0.3% | +2.2% | -1.8% | -0.1% |
| 30D | +6.2% | +6.7% | -0.5% | +4.7% |
| 3M | -7.8% | -4.5% | -3.3% | -7.2% |
| 6M | +5.9% | +3.3% | +2.6% | +4.7% |
| YTD | +9.0% | -19.4% | +28.5% | +13.0% |
| 1Y | +19.3% | -17.3% | +36.5% | +22.9% |
| 3Y | +116.4% | -8.4% | +124.8% | +115.9% |
| 5Y | +46.0% | -28.2% | +74.2% | +49.3% |
| 10Y | +239.8% | +130.9% | +108.9% | +179.4% |
| All | +239.8% | +116.9% | +122.9% | +179.4% |
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