+74.6%
CLF vs DPZ
+140.2%
-65.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.8% | -3.9% |
| 7D | +10.4% | +2.2% | +8.2% | +9.7% |
| 30D | +0.6% | +15.5% | -14.9% | -3.8% |
| 3M | +4.1% | -2.0% | +6.1% | +3.9% |
| 6M | +15.1% | +12.1% | +3.0% | +9.9% |
| YTD | -4.7% | -16.6% | +11.8% | -1.4% |
| 1Y | +20.4% | -14.6% | +34.9% | +23.7% |
| 3Y | -23.4% | -4.1% | -19.2% | -24.2% |
| 5Y | -43.3% | -28.3% | -15.0% | -40.8% |
| All | +74.6% | +140.2% | -65.6% | +25.5% |
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