+65.3%
T vs DPZ
+150.4%
-85.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | -1.5% | -1.5% | -0.1% | -1.4% |
| 30D | +7.6% | -4.4% | +12.0% | +8.1% |
| 3M | +15.3% | +7.6% | +7.7% | +14.3% |
| 6M | -8.5% | -16.9% | +8.5% | -6.9% |
| YTD | +6.8% | -18.6% | +25.4% | +8.7% |
| 1Y | -7.2% | -26.7% | +19.4% | -4.6% |
| 3Y | +108.2% | -9.3% | +117.6% | +107.6% |
| 5Y | +66.1% | -31.0% | +97.1% | +68.1% |
| 10Y | +65.3% | +152.4% | -87.1% | +31.8% |
| All | +65.3% | +150.4% | -85.1% | +31.8% |
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