+712.5%
CAT vs DPZ
+125.0%
+587.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.2% |
| 7D | -2.4% | +3.7% | -6.1% | -3.0% |
| 30D | -25.0% | +8.0% | -33.0% | -25.9% |
| 3M | -28.7% | -4.2% | -24.5% | -28.5% |
| 6M | -33.0% | +4.6% | -37.6% | -34.0% |
| YTD | +5.4% | -18.4% | +23.9% | +8.2% |
| 1Y | +7.3% | -16.8% | +24.0% | +9.6% |
| 3Y | +166.0% | -5.0% | +171.1% | +164.1% |
| 5Y | +210.1% | -27.8% | +237.9% | +214.0% |
| 10Y | +712.5% | +121.1% | +591.5% | +602.9% |
| All | +712.5% | +125.0% | +587.5% | +602.9% |
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