+326.1%
TPR vs DPZ
+153.4%
+172.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -2.3% | -2.5% | +0.2% | -1.7% |
| 30D | -23.0% | -7.0% | -16.0% | -21.6% |
| 3M | -12.5% | +11.6% | -24.1% | -15.2% |
| 6M | -21.4% | -15.2% | -6.3% | -18.5% |
| YTD | -3.5% | -17.2% | +13.7% | +0.5% |
| 1Y | +17.4% | -24.8% | +42.2% | +25.3% |
| 3Y | +291.3% | -8.7% | +299.9% | +293.2% |
| 5Y | +241.9% | -28.9% | +270.8% | +256.7% |
| All | +326.1% | +153.4% | +172.7% | +207.6% |
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