+58.8%
T vs DPZ
+116.9%
-58.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +0.8% |
| 7D | +2.6% | +2.2% | +0.4% | +2.3% |
| 30D | -1.1% | +6.7% | -7.8% | -1.8% |
| 3M | -7.7% | -4.5% | -3.2% | -7.4% |
| 6M | -10.6% | +3.3% | -13.9% | -11.1% |
| YTD | -7.5% | -19.4% | +12.0% | -5.8% |
| 1Y | -7.4% | -17.3% | +9.8% | -6.0% |
| 3Y | +63.1% | -8.4% | +71.5% | +62.4% |
| 5Y | +55.2% | -28.2% | +83.4% | +56.4% |
| 10Y | +58.8% | +130.9% | -72.1% | +41.6% |
| All | +58.8% | +116.9% | -58.1% | +41.6% |
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