+62.4%
CAH vs DPZ
-28.2%
+90.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.2% |
| 7D | -2.2% | -7.3% | +5.0% | -1.5% |
| 30D | +1.2% | -7.6% | +8.8% | +2.0% |
| 3M | +13.1% | +1.8% | +11.3% | +13.1% |
| 6M | +8.5% | -21.8% | +30.3% | +9.9% |
| YTD | +17.6% | -22.0% | +39.6% | +19.9% |
| All | +62.4% | -28.2% | +90.6% | +73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling