+99.7%
CLF vs DPZ
+123.5%
-23.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +2.2% |
| 7D | -19.6% | +6.6% | -26.1% | -21.1% |
| 30D | -5.0% | +10.3% | -15.3% | -7.9% |
| 3M | -6.3% | -6.2% | -0.1% | -5.3% |
| 6M | +2.8% | +4.2% | -1.5% | +0.2% |
| YTD | -13.7% | -18.4% | +4.7% | -10.1% |
| 1Y | +13.6% | -14.9% | +28.5% | +16.7% |
| 3Y | -34.0% | -4.6% | -29.4% | -34.6% |
| 5Y | -48.7% | -27.4% | -21.3% | -46.6% |
| All | +99.7% | +123.5% | -23.8% | +57.1% |
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