+123.7%
CLF vs DPZ
+154.5%
-30.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.3% |
| 7D | +7.6% | -2.5% | +10.1% | +8.4% |
| 30D | -1.2% | -7.0% | +5.8% | +0.7% |
| 3M | -13.4% | +11.6% | -25.0% | -16.6% |
| 6M | +15.4% | -15.2% | +30.6% | +19.7% |
| YTD | -5.9% | -17.2% | +11.4% | -1.7% |
| 1Y | +18.8% | -24.8% | +43.7% | +27.8% |
| 3Y | -19.4% | -8.7% | -10.7% | -18.8% |
| 5Y | -47.7% | -28.9% | -18.8% | -44.9% |
| All | +123.7% | +154.5% | -30.8% | +45.0% |
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