+379.8%
TPR vs DPZ
+130.6%
+249.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +12.1% | +2.2% | +9.9% | +11.4% |
| 30D | +16.7% | +6.7% | +10.0% | +14.7% |
| 3M | -17.4% | -4.5% | -12.9% | -16.5% |
| 6M | +2.3% | +3.3% | -1.0% | +0.9% |
| YTD | +7.1% | -19.4% | +26.6% | +12.2% |
| 1Y | +29.5% | -17.3% | +46.8% | +34.6% |
| 3Y | +415.0% | -8.4% | +423.4% | +417.8% |
| 5Y | +261.5% | -28.2% | +289.7% | +276.9% |
| All | +379.8% | +130.6% | +249.2% | +280.4% |
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