+108.9%
CLF vs DPZ
+5,460.8%
-5,351.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.3% | -12.5% | -12.3% |
| 7D | -21.0% | +9.5% | -30.5% | -24.2% |
| 30D | -8.0% | +12.8% | -20.8% | -13.2% |
| 3M | -10.9% | -6.2% | -4.7% | -9.7% |
| 6M | +5.8% | +4.3% | +1.6% | +1.4% |
| YTD | -15.1% | -16.6% | +1.5% | -11.5% |
| 1Y | +7.2% | -12.8% | +20.1% | +9.6% |
| 3Y | -34.2% | -0.8% | -33.3% | -37.5% |
| 5Y | -49.6% | -25.8% | -23.8% | -47.0% |
| 10Y | +109.9% | +130.9% | -21.0% | +15.8% |
| All | +108.9% | +5,460.8% | -5,351.9% | -84.8% |
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