+296.4%
CAH vs DPZ
+148.6%
+147.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.3% |
| 7D | -2.2% | -7.3% | +5.0% | -1.3% |
| 30D | +1.2% | -7.6% | +8.8% | +2.1% |
| 3M | +13.1% | +1.8% | +11.3% | +12.7% |
| 6M | +8.5% | -21.8% | +30.3% | +11.5% |
| YTD | +17.6% | -22.0% | +39.6% | +20.8% |
| 1Y | +60.7% | -28.6% | +89.3% | +66.8% |
| 3Y | +183.2% | -13.1% | +196.2% | +184.2% |
| 5Y | +402.2% | -33.2% | +435.4% | +414.3% |
| All | +296.4% | +148.6% | +147.8% | +259.5% |
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