+87.5%
CLF vs DPZ
+129.5%
-42.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +2.3% | -3.5% | +5.9% | +3.3% |
| 30D | +1.9% | +5.7% | -3.8% | -0.1% |
| 3M | +5.9% | -7.5% | +13.4% | +7.4% |
| 6M | +16.9% | +6.2% | +10.7% | +13.4% |
| YTD | -1.1% | -19.8% | +18.7% | +3.5% |
| 1Y | +28.8% | -18.0% | +46.8% | +33.7% |
| 3Y | -20.6% | -8.8% | -11.8% | -20.4% |
| 5Y | -41.5% | -30.2% | -11.3% | -38.5% |
| 10Y | +87.5% | +132.0% | -44.5% | +40.7% |
| All | +87.5% | +129.5% | -42.0% | +40.7% |
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