-44.5%
TOST vs DPZ
-28.1%
-16.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.1% |
| 7D | +9.4% | +6.6% | +2.9% | +5.5% |
| 30D | +13.5% | +10.3% | +3.2% | +7.2% |
| 3M | -0.1% | -6.2% | +6.0% | +3.4% |
| 6M | +22.5% | +4.2% | +18.2% | +19.0% |
| YTD | -2.4% | -18.4% | +16.0% | +8.3% |
| 1Y | -4.7% | -14.9% | +10.2% | +2.7% |
| 3Y | +103.2% | -4.6% | +107.9% | +88.2% |
| 5Y | -41.2% | -27.4% | -13.8% | -29.2% |
| All | -44.5% | -28.1% | -16.4% | -33.5% |
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