+584.9%
XYZ vs DPZ
+140.2%
+444.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +1.4% |
| 7D | -1.1% | +2.2% | -3.3% | -2.3% |
| 30D | +11.5% | +15.5% | -4.0% | +2.9% |
| 3M | +1.8% | -2.0% | +3.8% | +2.5% |
| 6M | +21.2% | +12.1% | +9.1% | +12.0% |
| YTD | +29.9% | -16.6% | +46.5% | +41.1% |
| 1Y | +35.8% | -14.6% | +50.3% | +45.0% |
| 3Y | +62.6% | -4.1% | +66.7% | +56.3% |
| 5Y | -62.8% | -28.3% | -34.5% | -58.0% |
| All | +584.9% | +140.2% | +444.6% | +392.7% |
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