+1,001.8%
TER vs DPZ
+125.0%
+876.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | 0.0% | +12.8% | +12.7% |
| 7D | -5.8% | +3.7% | -9.4% | -6.8% |
| 30D | -38.9% | +8.0% | -46.9% | -40.5% |
| 3M | -35.1% | -4.2% | -30.9% | -35.0% |
| 6M | -31.6% | +4.6% | -36.2% | -34.4% |
| YTD | +27.2% | -18.4% | +45.7% | +32.2% |
| 1Y | +35.2% | -16.8% | +52.0% | +39.2% |
| 3Y | +192.8% | -5.0% | +197.8% | +183.6% |
| 5Y | +72.4% | -27.8% | +100.2% | +79.3% |
| 10Y | +1,001.8% | +121.1% | +880.8% | +752.0% |
| All | +1,001.8% | +125.0% | +876.8% | +752.0% |
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