+164.9%
CHRW vs DPZ
+154.6%
+10.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -1.4% | -2.5% | +1.1% | -1.1% |
| 30D | -3.5% | -7.0% | +3.5% | -2.5% |
| 3M | -19.4% | +11.6% | -31.0% | -20.8% |
| 6M | -21.4% | -15.2% | -6.2% | -19.8% |
| YTD | -7.1% | -17.2% | +10.1% | -5.1% |
| 1Y | +17.8% | -24.8% | +42.7% | +22.0% |
| 3Y | +78.8% | -8.7% | +87.4% | +77.7% |
| 5Y | +83.5% | -28.9% | +112.4% | +87.1% |
| All | +164.9% | +154.6% | +10.3% | +124.3% |
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 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