+41.3%
CL vs DPZ
-28.0%
+69.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +0.5% | +3.7% | -3.1% | 0.0% |
| 30D | +11.6% | +8.0% | +3.6% | +10.4% |
| 3M | +5.6% | -4.2% | +9.8% | +6.1% |
| 6M | +13.2% | +4.6% | +8.6% | +12.2% |
| YTD | +26.9% | -18.4% | +45.3% | +29.5% |
| 1Y | +27.3% | -16.8% | +44.1% | +29.6% |
| 3Y | +39.7% | -5.0% | +44.7% | +38.8% |
| 5Y | +41.3% | -27.8% | +69.1% | +42.6% |
| All | +41.3% | -28.0% | +69.3% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling