+674.0%
CAT vs DPZ
+116.9%
+557.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.2% |
| 7D | -6.3% | +2.2% | -8.5% | -6.7% |
| 30D | -26.8% | +6.7% | -33.5% | -27.6% |
| 3M | -30.0% | -4.5% | -25.5% | -29.8% |
| 6M | -34.6% | +3.3% | -37.9% | -35.4% |
| YTD | +2.9% | -19.4% | +22.3% | +5.9% |
| 1Y | +3.3% | -17.3% | +20.5% | +5.6% |
| 3Y | +153.7% | -8.4% | +162.1% | +153.2% |
| 5Y | +207.3% | -28.2% | +235.5% | +211.6% |
| 10Y | +674.0% | +130.9% | +543.1% | +546.8% |
| All | +674.0% | +116.9% | +557.1% | +546.8% |
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