+326.0%
CAT vs DPZ
-28.9%
+354.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.0% |
| 7D | +1.7% | -2.5% | +4.3% | +2.1% |
| 30D | -6.6% | -7.0% | +0.4% | -5.5% |
| 3M | -13.3% | +11.6% | -24.9% | -15.6% |
| 6M | +11.6% | -15.2% | +26.8% | +15.3% |
| YTD | +42.9% | -17.2% | +60.2% | +48.3% |
| 1Y | +95.4% | -24.8% | +120.3% | +107.3% |
| 3Y | +196.6% | -8.7% | +205.3% | +195.8% |
| All | +326.0% | -28.9% | +354.9% | +327.3% |
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 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