+316.4%
CHTR vs DPZ
+4,813.4%
-4,497.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.7% |
| 7D | -0.3% | -1.5% | +1.1% | +0.1% |
| 30D | -4.5% | -4.4% | 0.0% | -3.3% |
| 3M | +10.2% | +7.6% | +2.6% | +8.1% |
| 6M | -37.2% | -16.9% | -20.3% | -34.4% |
| YTD | -30.2% | -18.6% | -11.6% | -26.7% |
| 1Y | -44.8% | -26.7% | -18.1% | -40.6% |
| 3Y | -65.5% | -9.3% | -56.2% | -65.3% |
| 5Y | -81.8% | -31.0% | -50.8% | -80.8% |
| 10Y | -45.8% | +152.4% | -198.1% | -58.6% |
| All | +316.4% | +4,813.4% | -4,497.0% | +104.8% |
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