-26.3%
U vs DPZ
-8.9%
-17.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.3% |
| 7D | +24.4% | +2.2% | +22.2% | +22.5% |
| 30D | +7.4% | +6.7% | +0.7% | +2.2% |
| 3M | +16.8% | -4.5% | +21.3% | +19.2% |
| 6M | +78.8% | +3.3% | +75.5% | +69.7% |
| YTD | +14.0% | -19.4% | +33.4% | +28.8% |
| 1Y | +16.7% | -17.3% | +34.0% | +28.5% |
| 3Y | +86.4% | -8.4% | +94.8% | +77.0% |
| 5Y | -71.5% | -28.2% | -43.3% | -67.7% |
| All | -26.3% | -8.9% | -17.5% | -31.8% |
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