+886.2%
TER vs DPZ
+123.5%
+762.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.7% | +3.2% |
| 7D | -20.5% | +6.6% | -27.0% | -22.0% |
| 30D | -47.0% | +10.3% | -57.3% | -48.7% |
| 3M | -43.3% | -6.2% | -37.1% | -42.8% |
| 6M | -42.9% | +4.2% | -47.1% | -45.2% |
| YTD | +12.9% | -18.4% | +31.3% | +17.3% |
| 1Y | +18.2% | -14.9% | +33.1% | +20.7% |
| 3Y | +151.8% | -4.6% | +156.4% | +143.5% |
| 5Y | +54.2% | -27.4% | +81.6% | +60.1% |
| All | +886.2% | +123.5% | +762.7% | +661.8% |
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