+356.2%
TPR vs DPZ
+140.2%
+216.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.8% |
| 7D | -0.3% | +2.2% | -2.5% | -0.9% |
| 30D | +15.1% | +15.5% | -0.4% | +10.9% |
| 3M | +3.5% | -2.0% | +5.5% | +3.9% |
| 6M | +0.4% | +12.1% | -11.7% | -3.0% |
| YTD | +4.6% | -16.6% | +21.2% | +8.6% |
| 1Y | +33.1% | -14.6% | +47.7% | +37.2% |
| 3Y | +396.0% | -4.1% | +400.1% | +392.7% |
| 5Y | +230.3% | -28.3% | +258.6% | +243.6% |
| All | +356.2% | +140.2% | +216.0% | +251.6% |
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