+153.7%
CAT vs DPZ
-6.8%
+160.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | -6.3% | +2.2% | -8.5% | -6.5% |
| 30D | -26.8% | +6.7% | -33.5% | -27.2% |
| 3M | -30.0% | -4.5% | -25.5% | -29.7% |
| 6M | -34.6% | +3.3% | -37.9% | -35.0% |
| YTD | +2.9% | -19.4% | +22.3% | +7.8% |
| 1Y | +3.3% | -17.3% | +20.5% | +7.3% |
| 3Y | +153.7% | -8.4% | +162.1% | +155.6% |
| All | +153.7% | -6.8% | +160.5% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling