+1,080.5%
CCJ vs DPZ
+150.4%
+930.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.5% |
| 7D | +5.9% | -1.5% | +7.4% | +6.2% |
| 30D | +4.7% | -4.4% | +9.1% | +5.4% |
| 3M | -3.3% | +7.6% | -10.9% | -5.0% |
| 6M | -7.0% | -16.9% | +9.9% | -4.4% |
| YTD | +11.5% | -18.6% | +30.1% | +14.9% |
| 1Y | +32.3% | -26.7% | +58.9% | +39.0% |
| 3Y | +176.8% | -9.3% | +186.1% | +177.7% |
| 5Y | +351.8% | -31.0% | +382.8% | +364.8% |
| 10Y | +1,080.5% | +152.4% | +928.1% | +874.2% |
| All | +1,080.5% | +150.4% | +930.1% | +874.2% |
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