+40.7%
CL vs DPZ
-1.0%
+41.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +5.9% | +9.5% | -3.6% | +4.4% |
| 30D | +13.8% | +12.8% | +1.0% | +11.6% |
| 3M | +6.4% | -6.2% | +12.6% | +7.1% |
| 6M | +15.6% | +4.3% | +11.4% | +14.4% |
| YTD | +27.9% | -16.6% | +44.5% | +30.0% |
| 1Y | +31.4% | -12.8% | +44.2% | +32.8% |
| All | +40.7% | -1.0% | +41.6% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling