+346.5%
RF vs DPZ
+153.4%
+193.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | +1.3% | -2.5% | +3.9% | +1.9% |
| 30D | -3.6% | -7.0% | +3.4% | -2.2% |
| 3M | +8.1% | +11.6% | -3.5% | +5.4% |
| 6M | +11.5% | -15.2% | +26.6% | +14.7% |
| YTD | +15.6% | -17.2% | +32.8% | +19.3% |
| 1Y | +15.7% | -24.8% | +40.5% | +21.8% |
| 3Y | +86.9% | -8.7% | +95.6% | +86.6% |
| 5Y | +89.8% | -28.9% | +118.7% | +94.3% |
| All | +346.5% | +153.4% | +193.1% | +236.7% |
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