+455.4%
V vs DPZ
+130.6%
+324.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +0.8% | +2.2% | -1.4% | +0.3% |
| 30D | +9.9% | +6.7% | +3.3% | +8.4% |
| 3M | +17.5% | -4.5% | +22.0% | +18.5% |
| 6M | +33.5% | +3.3% | +30.2% | +32.0% |
| YTD | +21.6% | -19.4% | +41.0% | +26.2% |
| 1Y | +27.6% | -17.3% | +44.8% | +31.7% |
| 3Y | +76.4% | -8.4% | +84.8% | +75.7% |
| 5Y | +103.8% | -28.2% | +132.0% | +109.9% |
| All | +455.4% | +130.6% | +324.9% | +339.3% |
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