-60.8%
CLSK vs DPZ
+116.8%
-177.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.8% | +8.6% | +7.2% |
| 7D | +7.7% | -8.6% | +16.4% | +10.0% |
| 30D | +12.2% | -11.9% | +24.1% | +15.3% |
| 3M | -15.5% | +0.4% | -15.9% | -16.8% |
| 6M | +39.3% | -19.9% | +59.2% | +45.9% |
| YTD | +35.1% | -24.4% | +59.5% | +43.6% |
| 1Y | +34.0% | -30.4% | +64.5% | +45.2% |
| 3Y | +226.3% | -17.4% | +243.6% | +241.2% |
| 5Y | +6.4% | -34.6% | +41.0% | +7.6% |
| All | -60.8% | +116.8% | -177.6% | -34.3% |
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