+449.7%
V vs DPZ
+123.5%
+326.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | +2.2% | +6.6% | -4.4% | +0.8% |
| 30D | +13.6% | +10.3% | +3.3% | +11.1% |
| 3M | +14.3% | -6.2% | +20.5% | +15.7% |
| 6M | +33.1% | +4.2% | +28.9% | +31.4% |
| YTD | +21.2% | -18.4% | +39.6% | +25.6% |
| 1Y | +26.4% | -14.9% | +41.4% | +29.7% |
| 3Y | +77.6% | -4.6% | +82.2% | +75.3% |
| 5Y | +102.6% | -27.4% | +130.0% | +108.2% |
| All | +449.7% | +123.5% | +326.2% | +333.1% |
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