+417.4%
CL vs DPZ
+5,417.8%
-5,000.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.2% |
| 7D | -2.2% | -2.5% | +0.4% | -1.8% |
| 30D | -4.8% | -7.0% | +2.1% | -3.9% |
| 3M | +4.9% | +11.6% | -6.7% | +3.1% |
| 6M | -5.7% | -15.2% | +9.5% | -3.8% |
| YTD | +14.4% | -17.2% | +31.6% | +17.0% |
| 1Y | +8.7% | -24.8% | +33.6% | +12.7% |
| 3Y | +30.0% | -8.7% | +38.6% | +29.7% |
| 5Y | +28.4% | -28.9% | +57.3% | +31.0% |
| 10Y | +50.1% | +153.6% | -103.5% | +23.2% |
| All | +417.4% | +5,417.8% | -5,000.3% | +148.8% |
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