+144.9%
W vs DPZ
+154.5%
-9.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.6% |
| 7D | -4.2% | -2.5% | -1.6% | -2.6% |
| 30D | -7.6% | -7.0% | -0.6% | -3.8% |
| 3M | +37.2% | +11.6% | +25.6% | +26.9% |
| 6M | +26.3% | -15.2% | +41.5% | +37.6% |
| YTD | -1.0% | -17.2% | +16.3% | +9.0% |
| 1Y | +20.1% | -24.8% | +44.9% | +40.2% |
| 3Y | +37.8% | -8.7% | +46.5% | +37.8% |
| 5Y | -63.7% | -28.9% | -34.7% | -58.0% |
| All | +144.9% | +154.5% | -9.6% | +73.2% |
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