+89.6%
CL vs DPZ
+140.2%
-50.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.5% |
| 7D | +3.2% | +2.2% | +1.0% | +2.9% |
| 30D | +8.0% | +15.5% | -7.4% | +6.1% |
| 3M | +7.9% | -2.0% | +9.9% | +8.0% |
| 6M | +14.7% | +12.1% | +2.6% | +12.9% |
| YTD | +29.2% | -16.6% | +45.7% | +31.4% |
| 1Y | +29.5% | -14.6% | +44.1% | +31.4% |
| 3Y | +40.7% | -4.1% | +44.8% | +39.7% |
| 5Y | +43.9% | -28.3% | +72.2% | +45.8% |
| All | +89.6% | +140.2% | -50.6% | +69.1% |
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