+766.3%
CCJ vs DPZ
+134.3%
+632.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -3.6% |
| 7D | +5.0% | -2.5% | +7.5% | +5.5% |
| 30D | -16.7% | +12.5% | -29.2% | -18.4% |
| 3M | -27.5% | -5.2% | -22.3% | -27.1% |
| 6M | -38.6% | +8.8% | -47.4% | -40.0% |
| YTD | -21.5% | -18.7% | -2.9% | -19.2% |
| 1Y | -22.3% | -15.7% | -6.6% | -20.7% |
| 3Y | +69.9% | -7.5% | +77.4% | +69.6% |
| 5Y | +163.6% | -30.1% | +193.7% | +170.4% |
| All | +766.3% | +134.3% | +632.1% | +648.6% |
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 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