+272.5%
RF vs DPZ
+123.5%
+149.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | -0.9% | +6.6% | -7.5% | -2.2% |
| 30D | +6.0% | +10.3% | -4.3% | +3.9% |
| 3M | -8.9% | -6.2% | -2.7% | -7.9% |
| 6M | +2.3% | +4.2% | -1.9% | +1.0% |
| YTD | +7.6% | -18.4% | +26.0% | +11.2% |
| 1Y | +21.2% | -14.9% | +36.1% | +24.1% |
| 3Y | +108.5% | -4.6% | +113.2% | +106.4% |
| 5Y | +43.2% | -27.4% | +70.6% | +46.0% |
| All | +272.5% | +123.5% | +149.0% | +220.1% |
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