-37.5%
U vs DPZ
-8.0%
-29.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.8% |
| 7D | +4.5% | -1.5% | +5.9% | +5.5% |
| 30D | -0.6% | -4.4% | +3.8% | +2.3% |
| 3M | +48.4% | +7.6% | +40.8% | +38.1% |
| 6M | +115.4% | -16.9% | +132.3% | +140.3% |
| YTD | -3.2% | -18.6% | +15.4% | +9.6% |
| 1Y | -6.0% | -26.7% | +20.6% | +14.6% |
| 3Y | +13.5% | -9.3% | +22.8% | +9.4% |
| 5Y | -68.0% | -31.0% | -37.0% | -63.0% |
| All | -37.5% | -8.0% | -29.5% | -41.9% |
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