+825.6%
CCJ vs DPZ
+5,272.5%
-4,446.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.0% |
| 7D | +0.4% | +2.2% | -1.7% | -0.2% |
| 30D | -17.2% | +6.7% | -23.9% | -18.8% |
| 3M | -25.1% | -4.5% | -20.6% | -24.6% |
| 6M | -37.6% | +3.3% | -40.9% | -38.9% |
| YTD | -20.4% | -19.4% | -0.9% | -17.4% |
| 1Y | -22.5% | -17.3% | -5.3% | -20.3% |
| 3Y | +72.5% | -8.4% | +80.8% | +70.9% |
| 5Y | +179.9% | -28.2% | +208.1% | +189.9% |
| 10Y | +772.6% | +130.9% | +641.7% | +518.6% |
| All | +825.6% | +5,272.5% | -4,446.9% | +135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling