+73.4%
CL vs DPZ
+123.5%
-50.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.9% |
| 7D | +1.3% | +6.6% | -5.2% | +0.5% |
| 30D | +11.4% | +10.3% | +1.1% | +10.0% |
| 3M | +4.4% | -6.2% | +10.6% | +5.1% |
| 6M | +10.8% | +4.2% | +6.5% | +9.9% |
| YTD | +25.1% | -18.4% | +43.5% | +27.7% |
| 1Y | +28.0% | -14.9% | +42.9% | +29.9% |
| 3Y | +37.6% | -4.6% | +42.2% | +36.7% |
| 5Y | +39.7% | -27.4% | +67.1% | +41.6% |
| All | +73.4% | +123.5% | -50.1% | +49.3% |
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