+1,744.2%
TER vs DPZ
+150.4%
+1,593.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.7% |
| 7D | +11.0% | -1.5% | +12.4% | +11.4% |
| 30D | -1.9% | -4.4% | +2.6% | -0.9% |
| 3M | -0.7% | +7.6% | -8.3% | -4.7% |
| 6M | +36.4% | -16.9% | +53.3% | +42.6% |
| YTD | +92.4% | -18.6% | +111.1% | +101.7% |
| 1Y | +213.5% | -26.7% | +240.2% | +239.9% |
| 3Y | +277.2% | -9.3% | +286.5% | +273.6% |
| 5Y | +219.1% | -31.0% | +250.1% | +238.8% |
| 10Y | +1,744.2% | +152.4% | +1,591.9% | +1,204.3% |
| All | +1,744.2% | +150.4% | +1,593.9% | +1,204.3% |
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