+218.5%
SLV vs DPZ
+154.5%
+64.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -0.3% | -2.5% | +2.2% | -0.1% |
| 30D | +6.7% | -7.0% | +13.7% | +7.3% |
| 3M | -10.7% | +11.6% | -22.3% | -11.8% |
| 6M | -20.6% | -15.2% | -5.4% | -19.6% |
| YTD | -7.1% | -17.2% | +10.1% | -5.8% |
| 1Y | +62.0% | -24.8% | +86.8% | +65.9% |
| 3Y | +169.8% | -8.7% | +178.5% | +169.5% |
| 5Y | +161.5% | -28.9% | +190.4% | +164.2% |
| All | +218.5% | +154.5% | +64.0% | +172.7% |
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