+4.7%
CARR vs DPZ
-28.5%
+33.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.9% | -1.0% |
| 7D | +3.5% | +2.2% | +1.2% | +2.8% |
| 30D | +0.4% | +15.5% | -15.1% | -3.7% |
| 3M | -14.1% | -2.0% | -12.1% | -13.9% |
| 6M | -16.7% | +12.1% | -28.8% | -20.3% |
| YTD | +4.2% | -16.6% | +20.8% | +8.9% |
| 1Y | -0.2% | -14.6% | +14.4% | +3.4% |
| 3Y | +10.9% | -4.1% | +15.0% | +7.7% |
| All | +4.7% | -28.5% | +33.2% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling