+54.1%
T vs DPZ
+125.0%
-70.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.7% | +3.7% | -2.0% | +1.3% |
| 30D | -1.7% | +8.0% | -9.7% | -2.6% |
| 3M | -7.3% | -4.2% | -3.1% | -7.0% |
| 6M | -11.2% | +4.6% | -15.8% | -11.8% |
| YTD | -8.1% | -18.4% | +10.4% | -6.5% |
| 1Y | -8.0% | -16.8% | +8.8% | -6.7% |
| 3Y | +62.1% | -5.0% | +67.2% | +60.8% |
| 5Y | +55.7% | -27.8% | +83.5% | +56.8% |
| 10Y | +54.1% | +121.1% | -66.9% | +36.7% |
| All | +54.1% | +125.0% | -70.9% | +36.7% |
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