+201.6%
TGT vs DPZ
+140.2%
+61.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.3% |
| 7D | +2.6% | +2.2% | +0.4% | +2.1% |
| 30D | +4.7% | +15.5% | -10.8% | +1.1% |
| 3M | +4.6% | -2.0% | +6.6% | +4.9% |
| 6M | +34.9% | +12.1% | +22.7% | +30.5% |
| YTD | +70.9% | -16.6% | +87.5% | +77.1% |
| 1Y | +84.4% | -14.6% | +98.9% | +89.9% |
| 3Y | +69.1% | -4.1% | +73.3% | +67.1% |
| 5Y | -26.9% | -28.3% | +1.4% | -24.6% |
| All | +201.6% | +140.2% | +61.4% | +148.7% |
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