+213.4%
CAT vs DPZ
-28.4%
+241.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.4% | +3.0% |
| 7D | +1.7% | -3.5% | +5.3% | +2.3% |
| 30D | -24.6% | +5.7% | -30.3% | -25.4% |
| 3M | -28.5% | -7.5% | -21.0% | -27.7% |
| 6M | -34.8% | +6.2% | -41.0% | -36.2% |
| YTD | +5.9% | -19.8% | +25.7% | +10.4% |
| 1Y | +6.8% | -18.0% | +24.8% | +10.6% |
| 3Y | +161.1% | -8.8% | +169.9% | +159.3% |
| 5Y | +213.4% | -30.2% | +243.6% | +196.1% |
| All | +213.4% | -28.4% | +241.8% | +196.1% |
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